+3,068.2%
LITE vs MO
+194.4%
+2,873.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +5.8% |
| 7D | -35.9% | -2.4% | -33.5% | -35.8% |
| 30D | -51.5% | +9.7% | -61.2% | -52.0% |
| 3M | -35.7% | +14.1% | -49.9% | -36.7% |
| 6M | -43.0% | +11.9% | -54.8% | -44.2% |
| YTD | +46.1% | +38.4% | +7.7% | +37.1% |
| 1Y | +124.7% | +41.9% | +82.8% | +109.8% |
| 3Y | +1,172.1% | +134.5% | +1,037.6% | +913.5% |
| 5Y | +477.0% | +147.3% | +329.7% | +347.5% |
| 10Y | +1,465.7% | +135.2% | +1,330.4% | +1,066.1% |
| All | +3,068.2% | +194.4% | +2,873.8% | +2,334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling