+521.0%
LITE vs TLN
-17.2%
+538.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +1.4% |
| 7D | -1.5% | +7.1% | -8.6% | -6.2% |
| 30D | +6.7% | -3.9% | +10.5% | +10.1% |
| 3M | -6.8% | -16.2% | +9.4% | +4.8% |
| 6M | +29.4% | -5.8% | +35.3% | +32.4% |
| YTD | +139.1% | -15.4% | +154.5% | +155.3% |
| 1Y | +521.0% | -16.7% | +537.7% | +551.0% |
| All | +521.0% | -17.2% | +538.2% | +551.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling