+3,586.8%
LITE vs TLT
-6.5%
+3,593.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.8% | -8.7% | -7.7% |
| 7D | -31.4% | +1.0% | -32.4% | -31.3% |
| 30D | -42.6% | +6.0% | -48.6% | -41.8% |
| 3M | -26.2% | -0.9% | -25.3% | -26.2% |
| 6M | -35.8% | -2.3% | -33.5% | -36.0% |
| YTD | +70.0% | -3.3% | +73.4% | +69.3% |
| 1Y | +232.7% | -5.6% | +238.3% | +229.6% |
| 3Y | +1,365.7% | +5.2% | +1,360.5% | +1,391.6% |
| 5Y | +609.5% | -33.9% | +643.3% | +498.8% |
| 10Y | +1,721.9% | -17.8% | +1,739.7% | +1,645.2% |
| All | +3,586.8% | -6.5% | +3,593.3% | +3,132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling