+580.4%
LITE vs TTMI
+432.3%
+148.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.1% | -0.5% | -1.7% |
| 7D | +22.6% | +22.6% | 0.0% | +7.9% |
| 30D | -36.8% | -34.3% | -2.5% | -19.1% |
| 3M | -33.0% | -44.8% | +11.8% | -4.5% |
| 6M | -37.1% | -53.3% | +16.3% | -1.8% |
| YTD | +69.5% | +10.6% | +58.9% | +55.8% |
| 1Y | +146.1% | +8.2% | +137.9% | +129.9% |
| 3Y | +1,440.8% | +435.7% | +1,005.1% | +566.7% |
| 5Y | +580.4% | +434.2% | +146.3% | +174.4% |
| All | +580.4% | +432.3% | +148.1% | +174.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 5y: compounded portfolio wealth divided by compounded TTMI 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…
5y analysis · Full analysis span regression · 6 months rolling