+1,533.3%
LITE vs TT
+782.6%
+750.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.7% | +6.0% | +7.2% |
| 7D | -12.9% | +1.7% | -14.6% | -13.2% |
| 30D | -46.0% | -11.8% | -34.1% | -40.0% |
| 3M | -33.0% | -12.6% | -20.4% | -24.9% |
| 6M | -34.0% | -9.4% | -24.7% | -27.7% |
| YTD | +61.7% | +8.8% | +52.9% | +57.8% |
| 1Y | +148.3% | -2.5% | +150.8% | +162.1% |
| 3Y | +1,408.5% | +95.7% | +1,312.8% | +979.1% |
| 5Y | +546.2% | +135.7% | +410.4% | +299.7% |
| 10Y | +1,533.3% | +750.6% | +782.7% | +360.3% |
| All | +1,533.3% | +782.6% | +750.7% | +360.3% |
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