+969.5%
LITE vs TENB
+26.2%
+943.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -0.8% |
| 7D | -13.9% | -10.8% | -3.1% | -11.1% |
| 30D | -46.9% | +0.9% | -47.8% | -46.6% |
| 3M | -28.0% | +14.3% | -42.4% | -31.2% |
| 6M | -35.2% | +92.2% | -127.4% | -47.0% |
| YTD | +58.9% | +78.3% | -19.5% | +29.9% |
| 1Y | +125.3% | +49.5% | +75.8% | +94.2% |
| 3Y | +1,344.4% | +12.2% | +1,332.3% | +1,247.3% |
| 5Y | +541.2% | -22.4% | +563.5% | +520.5% |
| All | +969.5% | +26.2% | +943.3% | +634.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 10y: compounded portfolio wealth divided by compounded TENB 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…
10y analysis · Full analysis span regression · 6 months rolling