+546.2%
LITE vs TFC
-0.4%
+546.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +9.7% |
| 7D | -12.9% | +0.3% | -13.2% | -12.9% |
| 30D | -46.0% | +9.2% | -55.1% | -48.6% |
| 3M | -33.0% | -2.9% | -30.1% | -32.5% |
| 6M | -34.0% | +3.5% | -37.5% | -36.7% |
| YTD | +61.7% | +5.4% | +56.3% | +53.1% |
| 1Y | +148.3% | +17.3% | +131.0% | +121.6% |
| 3Y | +1,408.5% | +96.7% | +1,311.8% | +983.1% |
| 5Y | +546.2% | -1.1% | +547.3% | +510.4% |
| All | +546.2% | -0.4% | +546.6% | +510.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling