+5,083.9%
LITE vs TPR
+433.8%
+4,650.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | -2.3% | +0.8% | -0.7% |
| 30D | +6.7% | -23.0% | +29.6% | +16.4% |
| 3M | -6.8% | -12.5% | +5.7% | -3.8% |
| 6M | +29.4% | -21.4% | +50.9% | +38.8% |
| YTD | +139.1% | -3.5% | +142.6% | +137.4% |
| 1Y | +521.0% | +17.4% | +503.6% | +474.4% |
| 3Y | +1,535.3% | +291.3% | +1,244.0% | +903.8% |
| 5Y | +889.8% | +241.9% | +647.9% | +513.1% |
| 10Y | +2,400.7% | +322.7% | +2,078.1% | +1,205.7% |
| All | +5,083.9% | +433.8% | +4,650.0% | +2,661.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling