+2,898.2%
LITE vs TT
+786.3%
+2,111.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.4% | -14.3% | -15.6% |
| 7D | -44.6% | -9.0% | -35.6% | -40.4% |
| 30D | -55.0% | -17.6% | -37.4% | -48.0% |
| 3M | -38.3% | -18.7% | -19.7% | -27.8% |
| 6M | -48.8% | -17.4% | -31.3% | -40.5% |
| YTD | +38.3% | +1.5% | +36.7% | +41.7% |
| 1Y | +119.0% | -9.4% | +128.4% | +142.4% |
| 3Y | +1,092.0% | +85.1% | +1,006.9% | +804.8% |
| 5Y | +446.1% | +125.7% | +320.3% | +258.8% |
| 10Y | +1,381.7% | +757.3% | +624.4% | +378.5% |
| All | +2,898.2% | +786.3% | +2,111.9% | +737.1% |
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