+1,344.4%
LITE vs TDY
+70.8%
+1,273.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.2% |
| 7D | -13.9% | -2.6% | -11.3% | -10.4% |
| 30D | -46.9% | +5.3% | -52.2% | -48.7% |
| 3M | -28.0% | -6.4% | -21.6% | -21.6% |
| 6M | -35.2% | +4.0% | -39.2% | -35.8% |
| YTD | +58.9% | +26.5% | +32.4% | +29.5% |
| 1Y | +125.3% | +24.2% | +101.1% | +88.1% |
| 3Y | +1,344.4% | +68.8% | +1,275.6% | +699.7% |
| All | +1,344.4% | +70.8% | +1,273.7% | +699.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling