+490.8%
LITE vs TPR
+253.5%
+237.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.1% |
| 7D | -35.9% | +14.2% | -50.1% | -40.6% |
| 30D | -51.5% | +17.1% | -68.6% | -55.8% |
| 3M | -35.7% | -17.7% | -18.0% | -31.5% |
| 6M | -43.0% | -10.2% | -32.8% | -42.8% |
| YTD | +46.1% | +4.9% | +41.2% | +35.2% |
| 1Y | +124.7% | +36.1% | +88.6% | +83.0% |
| 3Y | +1,172.1% | +416.5% | +755.6% | +488.9% |
| All | +490.8% | +253.5% | +237.3% | +206.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling