+1,321.8%
LITE vs TLT
-17.0%
+1,338.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.2% | -18.9% | -18.6% |
| 7D | -44.6% | +0.5% | -45.1% | -44.5% |
| 30D | -55.0% | +6.0% | -61.0% | -54.4% |
| 3M | -38.3% | -0.9% | -37.4% | -38.3% |
| 6M | -48.8% | -2.6% | -46.1% | -48.9% |
| YTD | +38.3% | -3.1% | +41.4% | +37.7% |
| 1Y | +119.0% | -4.4% | +123.4% | +117.4% |
| 3Y | +1,092.0% | +5.5% | +1,086.5% | +1,115.3% |
| 5Y | +446.1% | -34.7% | +480.8% | +346.1% |
| All | +1,321.8% | -17.0% | +1,338.7% | +1,413.1% |
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