+156.7%
LITE vs TLN
-1.4%
+158.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +6.9% |
| 7D | +3.4% | +15.9% | -12.5% | -6.8% |
| 30D | -34.9% | -0.3% | -34.6% | -34.0% |
| 3M | -21.0% | +5.8% | -26.8% | -23.3% |
| 6M | -38.5% | -1.2% | -37.2% | -38.0% |
| YTD | +75.8% | +1.0% | +74.8% | +66.4% |
| 1Y | +156.7% | +1.1% | +155.6% | +148.6% |
| All | +156.7% | -1.4% | +158.1% | +148.6% |
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