+2,614.7%
LITE vs TDY
+455.3%
+2,159.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +2.2% |
| 7D | +13.6% | -1.8% | +15.4% | +14.9% |
| 30D | +21.6% | -13.8% | +35.3% | +34.6% |
| 3M | +20.3% | -3.9% | +24.2% | +24.6% |
| 6M | +54.4% | -9.0% | +63.4% | +66.2% |
| YTD | +168.3% | +16.5% | +151.8% | +143.8% |
| 1Y | +551.8% | +9.3% | +542.5% | +518.0% |
| 3Y | +1,891.5% | +45.1% | +1,846.4% | +1,507.4% |
| 5Y | +1,014.7% | +35.0% | +979.7% | +826.0% |
| 10Y | +2,614.7% | +469.0% | +2,145.7% | +863.7% |
| All | +2,614.7% | +455.3% | +2,159.4% | +863.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling