+786.0%
LITE vs TXG
+9.8%
+776.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.1% | +3.6% | +5.1% |
| 7D | -35.9% | -15.4% | -20.5% | -32.6% |
| 30D | -51.5% | -22.1% | -29.4% | -47.8% |
| 3M | -35.7% | +30.0% | -65.7% | -40.4% |
| 6M | -43.0% | +160.7% | -203.6% | -55.9% |
| YTD | +46.1% | +263.5% | -217.3% | +2.4% |
| 1Y | +124.7% | +356.0% | -231.3% | +49.1% |
| 3Y | +1,172.1% | +53.4% | +1,118.7% | +891.4% |
| 5Y | +477.0% | -66.7% | +543.7% | +464.3% |
| All | +786.0% | +9.8% | +776.2% | +530.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling