+901.5%
LITE vs TNA
-22.2%
+923.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +3.7% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | +6.7% | -4.9% | +11.6% | +9.3% |
| 3M | -6.8% | +0.4% | -7.1% | -6.1% |
| 6M | +29.4% | +32.5% | -3.1% | +15.5% |
| YTD | +139.1% | +53.7% | +85.4% | +97.9% |
| 1Y | +521.0% | +65.1% | +455.9% | +400.6% |
| 3Y | +1,535.3% | +98.4% | +1,436.8% | +1,051.2% |
| All | +901.5% | -22.2% | +923.7% | +704.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling