+1,509.7%
LITE vs TXG
+21.5%
+1,488.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.7% | +6.3% | +9.9% |
| 7D | +12.6% | +9.4% | +3.2% | +10.2% |
| 30D | +9.9% | +26.1% | -16.2% | +3.0% |
| 3M | +9.3% | +124.8% | -115.5% | -11.6% |
| 6M | +75.2% | +215.2% | -140.0% | +28.8% |
| YTD | +165.5% | +302.2% | -136.7% | +81.8% |
| 1Y | +555.0% | +370.9% | +184.1% | +328.7% |
| 3Y | +1,870.5% | +38.5% | +1,832.0% | +1,459.5% |
| 5Y | +1,009.8% | -64.4% | +1,074.2% | +962.5% |
| All | +1,509.7% | +21.5% | +1,488.2% | +1,018.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TXG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling