+466.5%
LITE vs TPG
+78.3%
+388.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.6% |
| 7D | +10.8% | +5.0% | +5.7% | +8.2% |
| 30D | -33.4% | +15.7% | -49.1% | -38.5% |
| 3M | -32.2% | -10.6% | -21.6% | -29.0% |
| 6M | -42.1% | +15.9% | -58.0% | -48.0% |
| YTD | +61.9% | -20.6% | +82.5% | +75.7% |
| 1Y | +163.0% | -11.8% | +174.7% | +167.3% |
| 3Y | +1,358.0% | +71.6% | +1,286.5% | +980.1% |
| All | +466.5% | +78.3% | +388.2% | +293.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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