+3,068.2%
LITE vs TD
+371.6%
+2,696.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.2% | +6.0% |
| 7D | -35.9% | -1.7% | -34.2% | -35.1% |
| 30D | -51.5% | +8.2% | -59.8% | -53.8% |
| 3M | -35.7% | +1.7% | -37.4% | -36.2% |
| 6M | -43.0% | +14.2% | -57.2% | -47.4% |
| YTD | +46.1% | +32.8% | +13.4% | +22.4% |
| 1Y | +124.7% | +55.5% | +69.2% | +71.2% |
| 3Y | +1,172.1% | +129.6% | +1,042.4% | +656.2% |
| 5Y | +477.0% | +102.2% | +374.8% | +266.5% |
| 10Y | +1,465.7% | +306.3% | +1,159.4% | +622.8% |
| All | +3,068.2% | +371.6% | +2,696.6% | +1,284.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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