+562.5%
LITE vs TGT
-27.7%
+590.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | +10.8% | +2.6% | +8.1% | +10.2% |
| 30D | -33.4% | +4.7% | -38.1% | -34.4% |
| 3M | -32.2% | +4.6% | -36.8% | -33.7% |
| 6M | -42.1% | +34.9% | -77.0% | -48.1% |
| YTD | +61.9% | +70.9% | -9.0% | +32.0% |
| 1Y | +163.0% | +84.4% | +78.6% | +108.2% |
| 3Y | +1,358.0% | +69.1% | +1,288.9% | +1,047.0% |
| All | +562.5% | -27.7% | +590.2% | +529.0% |
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 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