+1,408.5%
LITE vs TLN
+563.3%
+845.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.2% | +3.5% | +6.0% |
| 7D | -12.9% | +9.1% | -21.9% | -17.4% |
| 30D | -46.0% | -4.1% | -41.9% | -43.8% |
| 3M | -33.0% | +4.4% | -37.5% | -33.9% |
| 6M | -34.0% | -6.0% | -28.0% | -31.3% |
| YTD | +61.7% | -3.1% | +64.9% | +62.1% |
| 1Y | +148.3% | -6.1% | +154.3% | +155.2% |
| 3Y | +1,408.5% | +575.3% | +833.2% | +445.9% |
| All | +1,408.5% | +563.3% | +845.3% | +445.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling