+1,563.7%
LITE vs TFC
+94.1%
+1,469.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | +2.4% | -4.0% | -3.4% |
| 30D | +6.7% | -1.3% | +8.0% | +7.6% |
| 3M | -6.8% | +6.1% | -12.8% | -12.3% |
| 6M | +29.4% | +7.3% | +22.1% | +20.0% |
| YTD | +139.1% | +8.2% | +130.9% | +117.8% |
| 1Y | +521.0% | +14.4% | +506.6% | +437.2% |
| All | +1,563.7% | +94.1% | +1,469.6% | +824.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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