+642.9%
LITE vs TOST
-45.8%
+688.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -45.0% |
| 3M | -26.2% | +4.6% | -30.8% | -28.0% |
| 6M | -35.8% | +20.3% | -56.1% | -40.4% |
| YTD | +70.0% | -0.4% | +70.4% | +63.2% |
| 1Y | +232.7% | -0.8% | +233.5% | +220.8% |
| 3Y | +1,365.7% | +102.2% | +1,263.5% | +1,097.8% |
| 5Y | +609.5% | -41.3% | +650.8% | +512.8% |
| All | +642.9% | -45.8% | +688.7% | +549.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling