+1,563.7%
LITE vs TXG
+17.1%
+1,546.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | +1.8% | -3.3% | -2.1% |
| 30D | +6.7% | +32.0% | -25.4% | -3.3% |
| 3M | -6.8% | +87.0% | -93.8% | -24.2% |
| 6M | +29.4% | +180.1% | -150.6% | -8.4% |
| YTD | +139.1% | +284.1% | -145.0% | +50.5% |
| 1Y | +521.0% | +361.7% | +159.3% | +265.9% |
| All | +1,563.7% | +17.1% | +1,546.5% | +1,127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling