+1,499.9%
LITE vs TSN
+18.3%
+1,481.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -13.9% | +5.8% | -19.8% | -15.3% |
| 30D | -46.9% | +12.8% | -59.8% | -48.8% |
| 3M | -28.0% | +6.5% | -34.5% | -29.6% |
| 6M | -35.2% | -10.3% | -25.0% | -33.9% |
| YTD | +58.9% | +5.5% | +53.3% | +53.6% |
| 1Y | +125.3% | +15.8% | +109.5% | +111.8% |
| 3Y | +1,344.4% | +42.5% | +1,301.9% | +1,117.4% |
| 5Y | +541.2% | -14.3% | +555.5% | +542.3% |
| All | +1,499.9% | +18.3% | +1,481.6% | +1,197.1% |
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