+163.0%
LITE vs TPR
+29.2%
+133.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | +10.8% | -0.3% | +11.1% | +10.8% |
| 30D | -33.4% | +15.1% | -48.5% | -36.3% |
| 3M | -32.2% | +3.5% | -35.8% | -33.0% |
| 6M | -42.1% | +0.4% | -42.5% | -45.7% |
| YTD | +61.9% | +4.6% | +57.3% | +37.4% |
| 1Y | +163.0% | +33.1% | +129.9% | +59.8% |
| All | +163.0% | +29.2% | +133.8% | +59.8% |
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