+1,587.5%
LITE vs TGT
+215.7%
+1,371.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.3% |
| 7D | -13.9% | +5.5% | -19.4% | -15.0% |
| 30D | -46.9% | +6.0% | -53.0% | -48.0% |
| 3M | -28.0% | +8.0% | -36.0% | -30.3% |
| 6M | -35.2% | +32.3% | -67.5% | -41.9% |
| YTD | +58.9% | +71.3% | -12.4% | +30.0% |
| 1Y | +125.3% | +86.8% | +38.5% | +78.9% |
| 3Y | +1,344.4% | +67.9% | +1,276.6% | +1,053.1% |
| 5Y | +541.2% | -25.1% | +566.2% | +531.7% |
| 10Y | +1,587.5% | +211.8% | +1,375.7% | +1,098.3% |
| All | +1,587.5% | +215.7% | +1,371.8% | +1,098.3% |
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