+541.2%
LITE vs TSN
-13.7%
+554.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -13.9% | +5.8% | -19.8% | -14.4% |
| 30D | -46.9% | +12.8% | -59.8% | -47.7% |
| 3M | -28.0% | +6.5% | -34.5% | -28.6% |
| 6M | -35.2% | -10.3% | -25.0% | -34.0% |
| YTD | +58.9% | +5.5% | +53.3% | +56.4% |
| 1Y | +125.3% | +15.8% | +109.5% | +117.5% |
| 3Y | +1,344.4% | +42.5% | +1,301.9% | +1,142.8% |
| 5Y | +541.2% | -14.3% | +555.5% | +589.5% |
| All | +541.2% | -13.7% | +554.9% | +589.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling