+119.0%
LITE vs TPR
+28.0%
+91.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +7.1% | -25.7% | -20.0% |
| 7D | -44.6% | +13.9% | -58.4% | -46.6% |
| 30D | -55.0% | +14.9% | -69.9% | -56.9% |
| 3M | -38.3% | -15.4% | -22.9% | -33.8% |
| 6M | -48.8% | -4.5% | -44.3% | -49.8% |
| YTD | +38.3% | +6.0% | +32.3% | +24.6% |
| 1Y | +119.0% | +24.3% | +94.7% | +77.8% |
| All | +119.0% | +28.0% | +91.0% | +77.8% |
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