+2,898.2%
LITE vs TPR
+486.4%
+2,411.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +7.1% | -25.7% | -21.2% |
| 7D | -44.6% | +13.9% | -58.4% | -47.7% |
| 30D | -55.0% | +14.9% | -69.9% | -57.9% |
| 3M | -38.3% | -15.4% | -22.9% | -36.0% |
| 6M | -48.8% | -4.5% | -44.3% | -49.9% |
| YTD | +38.3% | +6.0% | +32.3% | +30.5% |
| 1Y | +119.0% | +24.3% | +94.7% | +94.8% |
| 3Y | +1,092.0% | +412.8% | +679.2% | +557.2% |
| 5Y | +446.1% | +258.4% | +187.6% | +227.1% |
| 10Y | +1,381.7% | +396.8% | +984.9% | +630.3% |
| All | +2,898.2% | +486.4% | +2,411.8% | +1,418.7% |
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