+1,009.8%
LITE vs TDY
+36.7%
+973.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.9% | +12.0% | +11.8% |
| 7D | +12.6% | -0.9% | +13.5% | +13.4% |
| 30D | +9.9% | -12.5% | +22.4% | +23.2% |
| 3M | +9.3% | -1.2% | +10.5% | +11.5% |
| 6M | +75.2% | -6.6% | +81.8% | +87.8% |
| YTD | +165.5% | +18.5% | +147.0% | +132.9% |
| 1Y | +555.0% | +10.8% | +544.2% | +505.9% |
| 3Y | +1,870.5% | +47.5% | +1,823.0% | +1,400.7% |
| 5Y | +1,009.8% | +35.8% | +974.0% | +769.8% |
| All | +1,009.8% | +36.7% | +973.1% | +769.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling