+1,493.1%
LITE vs MO
+154.9%
+1,338.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.6% |
| 7D | +10.8% | +3.3% | +7.5% | +10.4% |
| 30D | -33.4% | +7.5% | -41.0% | -33.9% |
| 3M | -32.2% | +22.8% | -55.0% | -33.9% |
| 6M | -42.1% | +13.4% | -55.4% | -43.4% |
| YTD | +61.9% | +43.0% | +18.9% | +50.7% |
| 1Y | +163.0% | +45.2% | +117.8% | +144.0% |
| 3Y | +1,358.0% | +145.5% | +1,212.5% | +1,031.1% |
| 5Y | +549.9% | +157.1% | +392.9% | +389.9% |
| All | +1,493.1% | +154.9% | +1,338.3% | +1,015.5% |
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