+232.7%
LITE vs TPR
+20.9%
+211.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.5% | -11.4% | -9.0% |
| 7D | -31.4% | +12.6% | -44.1% | -34.4% |
| 30D | -42.6% | +7.1% | -49.7% | -44.2% |
| 3M | -26.2% | -19.4% | -6.9% | -19.9% |
| 6M | -35.8% | -9.7% | -26.1% | -37.0% |
| YTD | +70.0% | -1.0% | +71.0% | +53.2% |
| 1Y | +232.7% | +19.3% | +213.4% | +156.5% |
| All | +232.7% | +20.9% | +211.9% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling