+124.7%
LITE vs TOST
-11.1%
+135.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +5.1% |
| 7D | -35.9% | +9.4% | -45.4% | -33.2% |
| 30D | -51.5% | +13.5% | -65.0% | -48.8% |
| 3M | -35.7% | -0.1% | -35.6% | -34.4% |
| 6M | -43.0% | +22.5% | -65.4% | -37.4% |
| YTD | +46.1% | -2.4% | +48.5% | +64.9% |
| 1Y | +124.7% | -4.7% | +129.4% | +159.3% |
| All | +124.7% | -11.1% | +135.8% | +159.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling