+232.7%
LITE vs TLT
-5.4%
+238.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.8% | -8.7% | -7.4% |
| 7D | -31.4% | +1.0% | -32.4% | -31.0% |
| 30D | -42.6% | +6.0% | -48.6% | -41.6% |
| 3M | -26.2% | -0.9% | -25.3% | -24.5% |
| 6M | -35.8% | -2.3% | -33.5% | -34.1% |
| YTD | +70.0% | -3.3% | +73.4% | +77.9% |
| 1Y | +232.7% | -5.6% | +238.3% | +243.2% |
| All | +232.7% | -5.4% | +238.2% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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