+562.5%
LITE vs MO
+156.3%
+406.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.3% |
| 7D | +10.8% | +3.3% | +7.5% | +11.7% |
| 30D | -33.4% | +7.5% | -41.0% | -32.1% |
| 3M | -32.2% | +22.8% | -55.0% | -28.8% |
| 6M | -42.1% | +13.4% | -55.4% | -39.9% |
| YTD | +61.9% | +43.0% | +18.9% | +70.1% |
| 1Y | +163.0% | +45.2% | +117.8% | +176.6% |
| 3Y | +1,358.0% | +145.5% | +1,212.5% | +1,244.0% |
| All | +562.5% | +156.3% | +406.2% | +502.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling