+1,533.3%
LITE vs TGT
+237.9%
+1,295.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +9.4% |
| 7D | -12.9% | +4.7% | -17.6% | -13.9% |
| 30D | -46.0% | +8.0% | -53.9% | -47.3% |
| 3M | -33.0% | +11.7% | -44.7% | -35.8% |
| 6M | -34.0% | +34.7% | -68.8% | -41.1% |
| YTD | +61.7% | +74.4% | -12.7% | +31.9% |
| 1Y | +148.3% | +89.2% | +59.1% | +96.7% |
| 3Y | +1,408.5% | +73.4% | +1,335.1% | +1,094.5% |
| 5Y | +546.2% | -24.0% | +570.2% | +534.1% |
| 10Y | +1,533.3% | +225.5% | +1,307.8% | +1,060.5% |
| All | +1,533.3% | +237.9% | +1,295.4% | +1,060.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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