+1,172.1%
LITE vs TNA
+105.1%
+1,067.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.0% |
| 7D | -35.9% | -7.0% | -28.9% | -32.7% |
| 30D | -51.5% | -6.4% | -45.1% | -49.1% |
| 3M | -35.7% | -25.7% | -10.1% | -23.3% |
| 6M | -43.0% | -19.7% | -23.2% | -34.5% |
| YTD | +46.1% | +18.3% | +27.9% | +33.3% |
| 1Y | +124.7% | +24.6% | +100.1% | +100.9% |
| 3Y | +1,172.1% | +112.8% | +1,059.2% | +693.9% |
| All | +1,172.1% | +105.1% | +1,067.0% | +693.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 3y: compounded portfolio wealth divided by compounded TNA 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…
3y analysis · Full analysis span regression · 6 months rolling