+3,586.8%
LITE vs TT
+827.1%
+2,759.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.7% | -6.2% | -6.7% |
| 7D | -31.4% | -8.5% | -23.0% | -27.0% |
| 30D | -42.6% | -12.8% | -29.8% | -36.6% |
| 3M | -26.2% | -12.9% | -13.3% | -18.2% |
| 6M | -35.8% | -15.2% | -20.6% | -27.3% |
| YTD | +70.0% | +6.2% | +63.8% | +67.8% |
| 1Y | +232.7% | -4.5% | +237.3% | +253.4% |
| 3Y | +1,365.7% | +93.6% | +1,272.2% | +971.5% |
| 5Y | +609.5% | +141.1% | +468.4% | +343.9% |
| 10Y | +1,721.9% | +796.8% | +925.2% | +466.7% |
| All | +3,586.8% | +827.1% | +2,759.7% | +891.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling