+1,172.1%
LITE vs TSN
+42.3%
+1,129.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.5% |
| 7D | -35.9% | +4.6% | -40.6% | -35.4% |
| 30D | -51.5% | +15.4% | -67.0% | -50.5% |
| 3M | -35.7% | +2.9% | -38.6% | -35.2% |
| 6M | -43.0% | -10.8% | -32.2% | -42.6% |
| YTD | +46.1% | +4.5% | +41.7% | +48.5% |
| 1Y | +124.7% | +19.5% | +105.2% | +130.0% |
| 3Y | +1,172.1% | +42.2% | +1,129.9% | +1,011.8% |
| All | +1,172.1% | +42.3% | +1,129.8% | +1,011.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling