+609.5%
LITE vs TOST
-44.1%
+653.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.5% | -13.3% | -9.1% |
| 7D | -31.4% | +10.7% | -42.2% | -33.3% |
| 30D | -42.6% | +17.7% | -60.3% | -45.1% |
| 3M | -26.2% | +4.6% | -30.8% | -28.0% |
| 6M | -35.8% | +20.3% | -56.1% | -40.5% |
| YTD | +70.0% | -0.4% | +70.4% | +63.1% |
| 1Y | +232.7% | -0.8% | +233.5% | +220.6% |
| 3Y | +1,365.7% | +102.2% | +1,263.5% | +1,091.9% |
| 5Y | +609.5% | -41.3% | +650.8% | +499.3% |
| All | +609.5% | -44.1% | +653.6% | +499.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling