+1,380.3%
LITE vs TOST
+100.6%
+1,279.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.5% | -13.3% | -9.3% |
| 7D | -31.4% | +10.7% | -42.2% | -33.6% |
| 30D | -42.6% | +17.7% | -60.3% | -45.5% |
| 3M | -26.2% | +4.6% | -30.8% | -28.3% |
| 6M | -35.8% | +20.3% | -56.1% | -41.6% |
| YTD | +70.0% | -0.4% | +70.4% | +64.0% |
| 1Y | +232.7% | -0.8% | +233.5% | +222.7% |
| All | +1,380.3% | +100.6% | +1,279.7% | +973.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling