+1,493.1%
LITE vs TSN
+14.5%
+1,478.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.3% |
| 7D | +10.8% | -1.4% | +12.2% | +11.2% |
| 30D | -33.4% | +8.5% | -41.9% | -35.1% |
| 3M | -32.2% | +5.3% | -37.5% | -33.5% |
| 6M | -42.1% | -10.5% | -31.6% | -40.8% |
| YTD | +61.9% | +3.0% | +58.9% | +57.5% |
| 1Y | +163.0% | +12.1% | +150.9% | +149.5% |
| 3Y | +1,358.0% | +43.1% | +1,314.9% | +1,124.1% |
| 5Y | +549.9% | -15.1% | +565.0% | +551.5% |
| All | +1,493.1% | +14.5% | +1,478.6% | +1,215.3% |
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