+1,025.7%
LITE vs TLN
+710.8%
+314.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.8% | -1.7% | -2.7% |
| 7D | +10.8% | +11.0% | -0.3% | +3.9% |
| 30D | -33.4% | +4.9% | -38.3% | -34.6% |
| 3M | -32.2% | +4.9% | -37.1% | -33.4% |
| 6M | -42.1% | +7.1% | -49.2% | -44.0% |
| YTD | +61.9% | +0.3% | +61.6% | +58.9% |
| 1Y | +163.0% | +5.9% | +157.1% | +151.5% |
| 3Y | +1,358.0% | +578.5% | +779.5% | +482.5% |
| All | +1,025.7% | +710.8% | +314.9% | +372.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling