+1,563.7%
LITE vs TSLL
-30.6%
+1,594.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -11.8% | +15.8% | +6.4% |
| 7D | -1.5% | +1.9% | -3.4% | -2.5% |
| 30D | +6.7% | +17.8% | -11.1% | +1.8% |
| 3M | -6.8% | -37.0% | +30.3% | -0.2% |
| 6M | +29.4% | -37.7% | +67.1% | +37.5% |
| YTD | +139.1% | -51.4% | +190.5% | +163.1% |
| 1Y | +521.0% | -23.4% | +544.4% | +513.5% |
| All | +1,563.7% | -30.6% | +1,594.3% | +1,316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 3y: compounded portfolio wealth divided by compounded TSLL 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…
3y analysis · Full analysis span regression · 6 months rolling