+232.7%
LITE vs TLN
-17.6%
+250.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -8.5% | +0.7% | -1.5% |
| 7D | -31.4% | -6.0% | -25.4% | -28.0% |
| 30D | -42.6% | -1.5% | -41.1% | -41.4% |
| 3M | -26.2% | -3.9% | -22.3% | -23.0% |
| 6M | -35.8% | -15.0% | -20.8% | -28.2% |
| YTD | +70.0% | -12.8% | +82.9% | +79.3% |
| 1Y | +232.7% | -17.3% | +250.1% | +302.9% |
| All | +232.7% | -17.6% | +250.3% | +302.9% |
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