+156.7%
LITE vs TDY
+25.4%
+131.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.8% | +9.9% | +9.7% |
| 7D | +3.4% | +3.0% | +0.4% | +1.1% |
| 30D | -34.9% | +6.1% | -41.0% | -37.6% |
| 3M | -21.0% | -4.5% | -16.5% | -15.7% |
| 6M | -38.5% | +2.9% | -41.4% | -38.0% |
| YTD | +75.8% | +27.5% | +48.3% | +45.7% |
| 1Y | +156.7% | +26.5% | +130.2% | +118.2% |
| All | +156.7% | +25.4% | +131.3% | +118.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling