+1,402.3%
LITE vs TLT
-17.0%
+1,419.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | +0.1% | -36.0% | -35.9% |
| 30D | -51.5% | +6.2% | -57.7% | -50.8% |
| 3M | -35.7% | -0.3% | -35.4% | -35.6% |
| 6M | -43.0% | -3.4% | -39.6% | -43.2% |
| YTD | +46.1% | -3.1% | +49.2% | +45.5% |
| 1Y | +124.7% | -5.2% | +129.9% | +122.6% |
| 3Y | +1,172.1% | +6.5% | +1,165.6% | +1,200.6% |
| 5Y | +477.0% | -34.7% | +511.7% | +371.4% |
| All | +1,402.3% | -17.0% | +1,419.3% | +1,498.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling