+125.3%
LITE vs MO
+40.9%
+84.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -1.2% |
| 7D | -13.9% | -0.8% | -13.1% | -14.3% |
| 30D | -46.9% | +6.5% | -53.4% | -43.6% |
| 3M | -28.0% | +18.3% | -46.4% | -16.3% |
| 6M | -35.2% | +15.6% | -50.8% | -27.6% |
| YTD | +58.9% | +38.8% | +20.1% | +118.4% |
| 1Y | +125.3% | +41.6% | +83.7% | +216.4% |
| All | +125.3% | +40.9% | +84.4% | +216.4% |
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