+2,405.2%
LITE vs TMO
+333.5%
+2,071.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +10.4% | -2.5% | +12.9% | +11.8% |
| 30D | +14.0% | -0.3% | +14.3% | +13.9% |
| 3M | +9.7% | +25.3% | -15.6% | -4.3% |
| 6M | +39.2% | +20.9% | +18.4% | +21.6% |
| YTD | +153.9% | +4.3% | +149.6% | +140.4% |
| 1Y | +467.5% | +27.0% | +440.5% | +373.9% |
| 3Y | +1,784.2% | +17.5% | +1,766.7% | +1,522.5% |
| 5Y | +990.3% | +6.9% | +983.4% | +862.3% |
| All | +2,405.2% | +333.5% | +2,071.8% | +815.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling