+29.4%
LITE vs MO
+3.6%
+25.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +3.3% |
| 7D | -1.5% | +0.3% | -1.9% | -1.2% |
| 30D | +6.7% | +0.6% | +6.0% | +8.2% |
| 3M | -6.8% | -1.0% | -5.8% | -8.4% |
| 6M | +29.4% | +4.3% | +25.1% | +30.9% |
| All | +29.4% | +3.6% | +25.9% | +30.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling