+1,103.8%
LITE vs TT
+85.3%
+1,018.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.4% | -14.3% | -13.4% |
| 7D | -44.6% | -9.0% | -35.6% | -37.4% |
| 30D | -55.0% | -17.6% | -37.4% | -42.8% |
| 3M | -38.3% | -18.7% | -19.7% | -20.0% |
| 6M | -48.8% | -17.4% | -31.3% | -34.8% |
| YTD | +38.3% | +1.5% | +36.7% | +40.2% |
| 1Y | +119.0% | -9.4% | +128.4% | +154.3% |
| All | +1,103.8% | +85.3% | +1,018.5% | +598.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling