+916.2%
LITE vs TLN
+630.2%
+286.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.1% | -1.4% | +1.1% |
| 7D | -35.9% | -1.3% | -34.6% | -35.1% |
| 30D | -51.5% | -10.5% | -41.0% | -47.4% |
| 3M | -35.7% | +0.1% | -35.8% | -34.8% |
| 6M | -43.0% | -17.4% | -25.6% | -35.8% |
| YTD | +46.1% | -9.7% | +55.8% | +53.0% |
| 1Y | +124.7% | -12.3% | +137.0% | +140.9% |
| 3Y | +1,172.1% | +528.3% | +643.8% | +440.0% |
| All | +916.2% | +630.2% | +286.0% | +354.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling