+1,402.3%
LITE vs TLT
-16.7%
+1,419.0%
-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% | +0.1% | -35.8% | -35.6% |
| 6M | -43.0% | -3.0% | -40.0% | -43.2% |
| YTD | +46.1% | -2.7% | +48.9% | +45.6% |
| 1Y | +124.7% | -4.8% | +129.6% | +122.8% |
| 3Y | +1,172.1% | +6.9% | +1,165.1% | +1,201.5% |
| 5Y | +477.0% | -34.5% | +511.5% | +371.7% |
| All | +1,402.3% | -16.7% | +1,419.0% | +1,500.0% |
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