+1,670.7%
LITE vs TGT
+214.1%
+1,456.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.5% |
| 7D | +3.4% | +0.5% | +2.9% | +3.6% |
| 30D | -34.9% | +6.7% | -41.6% | -36.3% |
| 3M | -21.0% | +8.4% | -29.4% | -23.6% |
| 6M | -38.5% | +40.7% | -79.2% | -45.7% |
| YTD | +75.8% | +72.2% | +3.6% | +43.8% |
| 1Y | +156.7% | +86.2% | +70.5% | +104.2% |
| 3Y | +1,498.6% | +68.8% | +1,429.8% | +1,174.9% |
| 5Y | +610.9% | -25.2% | +636.1% | +601.0% |
| 10Y | +1,670.7% | +210.0% | +1,460.6% | +1,156.0% |
| All | +1,670.7% | +214.1% | +1,456.6% | +1,156.0% |
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