+1,493.1%
LITE vs TT
+725.1%
+768.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.4% | -3.1% | -3.4% |
| 7D | +10.8% | +4.0% | +6.7% | +7.9% |
| 30D | -33.4% | -11.3% | -22.1% | -26.4% |
| 3M | -32.2% | -12.3% | -19.9% | -24.0% |
| 6M | -42.1% | -10.8% | -31.2% | -35.9% |
| YTD | +61.9% | +8.2% | +53.7% | +58.8% |
| 1Y | +163.0% | +1.5% | +161.5% | +170.3% |
| 3Y | +1,358.0% | +91.5% | +1,266.5% | +956.3% |
| 5Y | +549.9% | +130.2% | +419.7% | +307.8% |
| All | +1,493.1% | +725.1% | +768.0% | +317.5% |
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