+1,402.3%
LITE vs TT
+764.8%
+637.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +3.9% |
| 7D | -35.9% | -2.0% | -33.9% | -34.6% |
| 30D | -51.5% | -14.0% | -37.5% | -45.2% |
| 3M | -35.7% | -15.9% | -19.9% | -25.9% |
| 6M | -43.0% | -17.3% | -25.6% | -33.3% |
| YTD | +46.1% | +4.0% | +42.2% | +47.2% |
| 1Y | +124.7% | -7.1% | +131.8% | +145.4% |
| 3Y | +1,172.1% | +90.2% | +1,081.8% | +831.1% |
| 5Y | +477.0% | +131.1% | +345.9% | +263.1% |
| All | +1,402.3% | +764.8% | +637.6% | +354.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling