+2,898.2%
LITE vs TAP
-20.7%
+2,919.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.1% | -16.6% | -18.4% |
| 7D | -44.6% | +7.7% | -52.3% | -45.2% |
| 30D | -55.0% | +14.4% | -69.4% | -56.2% |
| 3M | -38.3% | +2.0% | -40.3% | -38.9% |
| 6M | -48.8% | +2.5% | -51.2% | -49.7% |
| YTD | +38.3% | -6.4% | +44.7% | +37.9% |
| 1Y | +119.0% | -2.3% | +121.3% | +115.4% |
| 3Y | +1,092.0% | -20.3% | +1,112.3% | +1,111.8% |
| 5Y | +446.1% | +6.9% | +439.2% | +408.7% |
| 10Y | +1,381.7% | -46.3% | +1,428.0% | +1,350.5% |
| All | +2,898.2% | -20.7% | +2,919.0% | +3,227.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling