+538.4%
LITE vs TOST
-46.9%
+585.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.0% |
| 7D | -35.9% | +9.4% | -45.4% | -37.5% |
| 30D | -51.5% | +13.5% | -65.0% | -53.2% |
| 3M | -35.7% | -0.1% | -35.6% | -36.6% |
| 6M | -43.0% | +22.5% | -65.4% | -47.3% |
| YTD | +46.1% | -2.4% | +48.5% | +40.9% |
| 1Y | +124.7% | -4.7% | +129.4% | +118.5% |
| 3Y | +1,172.1% | +103.2% | +1,068.8% | +939.2% |
| 5Y | +477.0% | -41.2% | +518.3% | +399.6% |
| All | +538.4% | -46.9% | +585.2% | +460.2% |
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