+1,426.5%
LITE vs MO
+142.7%
+1,283.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.2% |
| 7D | +22.6% | +0.4% | +22.1% | +22.9% |
| 30D | -36.8% | +8.9% | -45.7% | -33.0% |
| 3M | -33.0% | +23.0% | -56.0% | -23.5% |
| 6M | -37.1% | +15.0% | -52.0% | -30.2% |
| YTD | +69.5% | +41.7% | +27.8% | +107.2% |
| 1Y | +146.1% | +43.3% | +102.8% | +202.6% |
| All | +1,426.5% | +142.7% | +1,283.8% | +1,631.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling