+2,331.0%
LITE vs TSN
-12.9%
+2,343.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.7% | +4.2% |
| 7D | -1.5% | -6.3% | +4.8% | +0.2% |
| 30D | +6.7% | -10.8% | +17.5% | +9.9% |
| 3M | -6.8% | -8.8% | +2.0% | -5.3% |
| 6M | +29.4% | -16.8% | +46.3% | +34.7% |
| YTD | +139.1% | -10.0% | +149.1% | +142.2% |
| 1Y | +521.0% | -5.3% | +526.3% | +517.8% |
| 3Y | +1,535.3% | +8.5% | +1,526.8% | +1,406.1% |
| 5Y | +889.8% | -22.9% | +912.8% | +917.5% |
| All | +2,331.0% | -12.9% | +2,343.9% | +2,066.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling