+446.1%
LITE vs TFC
-1.6%
+447.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -17.7% |
| 7D | -44.6% | +1.1% | -45.6% | -45.0% |
| 30D | -55.0% | +7.8% | -62.8% | -57.0% |
| 3M | -38.3% | -4.8% | -33.6% | -37.3% |
| 6M | -48.8% | +1.8% | -50.6% | -50.4% |
| YTD | +38.3% | +4.4% | +33.9% | +31.5% |
| 1Y | +119.0% | +18.0% | +101.0% | +94.6% |
| 3Y | +1,092.0% | +85.2% | +1,006.8% | +776.4% |
| 5Y | +446.1% | -1.4% | +447.4% | +413.5% |
| All | +446.1% | -1.6% | +447.7% | +413.5% |
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