+490.8%
LITE vs TFC
-2.5%
+493.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | -35.9% | +1.2% | -37.1% | -36.5% |
| 30D | -51.5% | +8.3% | -59.9% | -53.8% |
| 3M | -35.7% | -5.2% | -30.6% | -34.5% |
| 6M | -43.0% | -0.8% | -42.2% | -44.0% |
| YTD | +46.1% | +3.4% | +42.7% | +39.6% |
| 1Y | +124.7% | +17.0% | +107.7% | +100.4% |
| 3Y | +1,172.1% | +86.2% | +1,085.9% | +834.1% |
| All | +490.8% | -2.5% | +493.4% | +464.8% |
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