+490.8%
LITE vs MO
+147.3%
+343.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +5.2% |
| 7D | -35.9% | -2.4% | -33.5% | -36.3% |
| 30D | -51.5% | +9.7% | -61.2% | -50.3% |
| 3M | -35.7% | +14.1% | -49.9% | -33.4% |
| 6M | -43.0% | +11.9% | -54.8% | -41.3% |
| YTD | +46.1% | +38.4% | +7.7% | +52.4% |
| 1Y | +124.7% | +41.9% | +82.8% | +134.6% |
| 3Y | +1,172.1% | +134.5% | +1,037.6% | +1,069.3% |
| All | +490.8% | +147.3% | +343.5% | +434.9% |
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