+515.3%
LITE vs TPG
+81.2%
+434.2%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.5% | +10.2% | +10.4% |
| 7D | +3.4% | -1.1% | +4.5% | +4.7% |
| 30D | -34.9% | +10.0% | -44.9% | -38.3% |
| 3M | -21.0% | -0.9% | -20.1% | -22.1% |
| 6M | -38.5% | +15.1% | -53.5% | -44.5% |
| YTD | +75.8% | -19.4% | +95.2% | +89.3% |
| 1Y | +156.7% | -9.0% | +165.6% | +156.4% |
| 3Y | +1,498.6% | +76.2% | +1,422.3% | +1,068.8% |
| All | +515.3% | +81.2% | +434.2% | +324.2% |
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