+2,243.8%
LITE vs MO
+103.7%
+2,140.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.1% |
| 7D | -1.5% | +0.3% | -1.9% | -1.6% |
| 30D | +6.7% | +0.6% | +6.0% | +6.5% |
| 3M | -6.8% | -1.0% | -5.8% | -7.6% |
| 6M | +29.4% | +4.3% | +25.1% | +26.9% |
| YTD | +139.1% | +23.3% | +115.8% | +126.3% |
| 1Y | +521.0% | +10.5% | +510.5% | +500.1% |
| 3Y | +1,535.3% | +96.3% | +1,439.0% | +1,218.5% |
| 5Y | +889.8% | +98.9% | +791.0% | +683.8% |
| All | +2,243.8% | +103.7% | +2,140.0% | +1,631.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling