+5,083.9%
LITE vs TDY
+481.8%
+4,602.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.7% |
| 7D | -1.5% | -1.8% | +0.3% | -0.4% |
| 30D | +6.7% | -10.7% | +17.3% | +15.1% |
| 3M | -6.8% | -1.3% | -5.5% | -5.1% |
| 6M | +29.4% | -10.6% | +40.0% | +40.8% |
| YTD | +139.1% | +19.6% | +119.5% | +114.8% |
| 1Y | +521.0% | +11.6% | +509.4% | +482.9% |
| 3Y | +1,535.3% | +45.2% | +1,490.1% | +1,232.3% |
| 5Y | +889.8% | +36.1% | +853.8% | +725.6% |
| 10Y | +2,400.7% | +458.8% | +1,941.9% | +938.5% |
| All | +5,083.9% | +481.8% | +4,602.0% | +1,569.5% |
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