+3,068.2%
LITE vs TNA
+25.1%
+3,043.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.8% | +2.9% | +4.6% |
| 7D | -35.9% | -7.0% | -28.9% | -33.8% |
| 30D | -51.5% | -6.4% | -45.1% | -49.9% |
| 3M | -35.7% | -25.7% | -10.1% | -27.5% |
| 6M | -43.0% | -19.7% | -23.2% | -37.2% |
| YTD | +46.1% | +18.3% | +27.9% | +38.2% |
| 1Y | +124.7% | +24.6% | +100.1% | +110.1% |
| 3Y | +1,172.1% | +112.8% | +1,059.2% | +843.9% |
| 5Y | +477.0% | -49.5% | +526.5% | +509.0% |
| 10Y | +1,465.7% | +76.4% | +1,389.3% | +829.4% |
| All | +3,068.2% | +25.1% | +3,043.1% | +1,670.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling