+2,898.2%
LITE vs TFC
+86.7%
+2,811.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.0% | -16.7% | -17.8% |
| 7D | -44.6% | +1.1% | -45.6% | -44.9% |
| 30D | -55.0% | +7.8% | -62.8% | -56.7% |
| 3M | -38.3% | -4.8% | -33.6% | -37.5% |
| 6M | -48.8% | +1.8% | -50.6% | -50.1% |
| YTD | +38.3% | +4.4% | +33.9% | +33.0% |
| 1Y | +119.0% | +18.0% | +101.0% | +99.7% |
| 3Y | +1,092.0% | +85.2% | +1,006.8% | +819.4% |
| 5Y | +446.1% | -1.4% | +447.4% | +417.8% |
| 10Y | +1,381.7% | +95.7% | +1,286.0% | +912.4% |
| All | +2,898.2% | +86.7% | +2,811.5% | +1,830.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling