+1,562.7%
LITE vs TLN
+583.6%
+979.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.8% | +0.2% | +1.7% |
| 7D | -1.5% | +7.1% | -8.6% | -5.5% |
| 30D | +6.7% | -3.9% | +10.5% | +9.6% |
| 3M | -6.8% | -16.2% | +9.4% | +3.6% |
| 6M | +29.4% | -5.8% | +35.3% | +33.1% |
| YTD | +139.1% | -15.4% | +154.5% | +157.1% |
| 1Y | +521.0% | -16.7% | +537.7% | +579.2% |
| 3Y | +1,535.3% | +473.8% | +1,061.5% | +612.9% |
| All | +1,562.7% | +583.6% | +979.2% | +663.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling