+2,898.2%
LITE vs TSN
+83.3%
+2,814.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.1% | -18.8% | -18.7% |
| 7D | -44.6% | +6.9% | -51.4% | -45.5% |
| 30D | -55.0% | +15.7% | -70.7% | -56.6% |
| 3M | -38.3% | +4.3% | -42.6% | -39.1% |
| 6M | -48.8% | -10.6% | -38.1% | -47.8% |
| YTD | +38.3% | +5.2% | +33.1% | +34.6% |
| 1Y | +119.0% | +18.7% | +100.3% | +106.7% |
| 3Y | +1,092.0% | +41.8% | +1,050.2% | +937.0% |
| 5Y | +446.1% | -13.6% | +459.6% | +445.2% |
| 10Y | +1,381.7% | +16.2% | +1,365.5% | +1,188.4% |
| All | +2,898.2% | +83.3% | +2,814.9% | +3,088.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling