+1,587.5%
LITE vs MO
+139.9%
+1,447.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.8% |
| 7D | -13.9% | -0.8% | -13.1% | -13.9% |
| 30D | -46.9% | +6.5% | -53.4% | -47.3% |
| 3M | -28.0% | +18.3% | -46.4% | -29.6% |
| 6M | -35.2% | +15.6% | -50.8% | -37.2% |
| YTD | +58.9% | +38.8% | +20.1% | +48.4% |
| 1Y | +125.3% | +41.6% | +83.7% | +109.4% |
| 3Y | +1,344.4% | +138.2% | +1,206.2% | +1,024.3% |
| 5Y | +541.2% | +150.5% | +390.7% | +384.2% |
| 10Y | +1,587.5% | +146.1% | +1,441.4% | +1,127.0% |
| All | +1,587.5% | +139.9% | +1,447.7% | +1,127.0% |
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