+3,574.4%
LITE vs TDY
+517.0%
+3,057.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.2% |
| 7D | +22.6% | +9.4% | +13.1% | +15.6% |
| 30D | -36.8% | +5.9% | -42.7% | -38.3% |
| 3M | -33.0% | -5.7% | -27.3% | -29.3% |
| 6M | -37.1% | +2.4% | -39.5% | -36.8% |
| YTD | +69.5% | +26.8% | +42.7% | +48.6% |
| 1Y | +146.1% | +24.7% | +121.4% | +119.1% |
| 3Y | +1,440.8% | +69.2% | +1,371.7% | +1,060.0% |
| 5Y | +580.4% | +45.7% | +534.7% | +451.6% |
| 10Y | +1,606.7% | +444.2% | +1,162.5% | +612.7% |
| All | +3,574.4% | +517.0% | +3,057.4% | +1,055.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling