+232.7%
LITE vs MO
+45.9%
+186.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +1.4% | -9.2% | -6.7% |
| 7D | -31.4% | +6.9% | -38.3% | -27.3% |
| 30D | -42.6% | +14.9% | -57.5% | -34.9% |
| 3M | -26.2% | +16.4% | -42.7% | -14.5% |
| 6M | -35.8% | +9.6% | -45.4% | -27.6% |
| YTD | +70.0% | +41.8% | +28.2% | +147.6% |
| 1Y | +232.7% | +45.3% | +187.4% | +409.1% |
| All | +232.7% | +45.9% | +186.9% | +409.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling