+1,568.0%
LITE vs TPR
+365.1%
+1,202.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +22.6% | -1.1% | +23.7% | +23.1% |
| 30D | -36.8% | +15.1% | -51.9% | -40.9% |
| 3M | -33.0% | -13.4% | -19.6% | -30.8% |
| 6M | -37.1% | +1.4% | -38.4% | -39.9% |
| YTD | +69.5% | +4.8% | +64.7% | +60.2% |
| 1Y | +146.1% | +29.2% | +116.9% | +115.3% |
| 3Y | +1,440.8% | +403.7% | +1,037.1% | +733.3% |
| 5Y | +580.4% | +230.8% | +349.6% | +309.3% |
| All | +1,568.0% | +365.1% | +1,202.9% | +705.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling