+883.7%
LITE vs TENB
+26.7%
+857.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +6.9% |
| 7D | -35.9% | -17.0% | -19.0% | -32.4% |
| 30D | -51.5% | +8.2% | -59.7% | -52.1% |
| 3M | -35.7% | +16.5% | -52.2% | -38.9% |
| 6M | -43.0% | +99.1% | -142.1% | -53.9% |
| YTD | +46.1% | +79.0% | -32.9% | +19.3% |
| 1Y | +124.7% | +53.9% | +70.8% | +92.0% |
| 3Y | +1,172.1% | +13.8% | +1,158.2% | +1,080.7% |
| 5Y | +477.0% | -24.4% | +501.4% | +462.9% |
| All | +883.7% | +26.7% | +857.0% | +574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling