+146.1%
LITE vs TLT
-7.2%
+153.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.0% |
| 7D | +22.6% | -2.7% | +25.2% | +21.5% |
| 30D | -36.8% | +2.2% | -38.9% | -37.1% |
| 3M | -33.0% | -1.7% | -31.3% | -32.4% |
| 6M | -37.1% | -4.0% | -33.1% | -35.4% |
| YTD | +69.5% | -4.9% | +74.4% | +73.9% |
| 1Y | +146.1% | -7.4% | +153.5% | +178.6% |
| All | +146.1% | -7.2% | +153.3% | +178.6% |
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