+490.8%
LITE vs TGT
-26.9%
+517.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.3% | +5.4% | +5.6% |
| 7D | -35.9% | +2.6% | -38.5% | -36.4% |
| 30D | -51.5% | +5.0% | -56.5% | -52.4% |
| 3M | -35.7% | +8.5% | -44.3% | -37.9% |
| 6M | -43.0% | +23.8% | -66.7% | -47.7% |
| YTD | +46.1% | +66.5% | -20.4% | +19.9% |
| 1Y | +124.7% | +84.9% | +39.8% | +77.2% |
| 3Y | +1,172.1% | +59.2% | +1,112.8% | +917.5% |
| All | +490.8% | -26.9% | +517.7% | +453.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling