+3,068.2%
LITE vs TSN
+82.0%
+2,986.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | -35.9% | +4.6% | -40.6% | -36.7% |
| 30D | -51.5% | +15.4% | -67.0% | -53.2% |
| 3M | -35.7% | +2.9% | -38.6% | -36.4% |
| 6M | -43.0% | -10.8% | -32.2% | -41.9% |
| YTD | +46.1% | +4.5% | +41.7% | +42.4% |
| 1Y | +124.7% | +19.5% | +105.2% | +111.7% |
| 3Y | +1,172.1% | +42.2% | +1,129.9% | +1,004.7% |
| 5Y | +477.0% | -14.2% | +491.2% | +476.9% |
| 10Y | +1,465.7% | +15.4% | +1,450.3% | +1,263.4% |
| All | +3,068.2% | +82.0% | +2,986.2% | +3,274.2% |
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