+129.4%
LITE vs TLT
-4.5%
+133.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.6% | +10.7% |
| 7D | -12.9% | +0.3% | -13.2% | -12.7% |
| 30D | -46.0% | +5.1% | -51.1% | -45.9% |
| 3M | -33.0% | -0.2% | -32.8% | -31.5% |
| 6M | -34.0% | -2.9% | -31.1% | -31.6% |
| YTD | +61.7% | -2.7% | +64.4% | +67.4% |
| All | +129.4% | -4.5% | +133.9% | +152.7% |
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