+2,502.5%
LITE vs MO
+101.6%
+2,400.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.1% | +11.2% |
| 7D | +12.6% | -2.0% | +14.6% | +12.9% |
| 30D | +9.9% | -0.3% | +10.2% | +9.9% |
| 3M | +9.3% | -2.9% | +12.2% | +8.7% |
| 6M | +75.2% | +5.8% | +69.5% | +71.0% |
| YTD | +165.5% | +22.0% | +143.5% | +151.6% |
| 1Y | +555.0% | +10.7% | +544.3% | +531.8% |
| 3Y | +1,870.5% | +94.4% | +1,776.1% | +1,490.3% |
| 5Y | +1,009.8% | +97.2% | +912.6% | +779.2% |
| 10Y | +2,502.5% | +103.0% | +2,399.5% | +1,824.9% |
| All | +2,502.5% | +101.6% | +2,400.9% | +1,824.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling