+521.0%
LITE vs TMO
+27.8%
+493.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +3.9% |
| 7D | -1.5% | -1.4% | -0.2% | -1.7% |
| 30D | +6.7% | +6.2% | +0.4% | +7.7% |
| 3M | -6.8% | +27.5% | -34.2% | -4.2% |
| 6M | +29.4% | +20.0% | +9.5% | +35.2% |
| YTD | +139.1% | +6.1% | +133.0% | +155.6% |
| 1Y | +521.0% | +25.8% | +495.1% | +526.4% |
| All | +521.0% | +27.8% | +493.2% | +526.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 1y: compounded portfolio wealth divided by compounded TMO 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…
1y analysis · Full analysis span regression · 6 months rolling