+504.1%
LITE vs TOST
-46.1%
+550.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.6% | -18.1% | -18.5% |
| 7D | -44.6% | +11.6% | -56.2% | -46.1% |
| 30D | -55.0% | +16.2% | -71.3% | -56.8% |
| 3M | -38.3% | +1.0% | -39.3% | -39.2% |
| 6M | -48.8% | +23.2% | -71.9% | -52.7% |
| YTD | +38.3% | -1.0% | +39.3% | +33.0% |
| 1Y | +119.0% | -9.9% | +128.9% | +116.4% |
| 3Y | +1,092.0% | +101.0% | +991.0% | +875.7% |
| 5Y | +446.1% | -40.4% | +486.5% | +371.5% |
| All | +504.1% | -46.1% | +550.2% | +428.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling