+107.2%
LITE vs TXG
+277.3%
-170.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +4.9% |
| 7D | -35.9% | -15.4% | -20.5% | -31.4% |
| 30D | -51.5% | -22.1% | -29.4% | -46.7% |
| 3M | -35.7% | +30.0% | -65.7% | -41.1% |
| 6M | -43.0% | +160.7% | -203.6% | -57.1% |
| YTD | +46.1% | +263.5% | -217.3% | -9.0% |
| All | +107.2% | +277.3% | -170.1% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling