-48.8%
LITE vs TFC
+2.4%
-51.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -20.0% |
| 7D | -44.6% | +1.1% | -45.6% | -43.7% |
| 30D | -55.0% | +7.8% | -62.8% | -52.4% |
| 3M | -38.3% | -4.8% | -33.6% | -38.4% |
| 6M | -48.8% | +1.8% | -50.6% | -47.7% |
| All | -48.8% | +2.4% | -51.1% | -47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling