+163.0%
LITE vs TMO
+19.9%
+143.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | +10.8% | +0.8% | +10.0% | +10.8% |
| 30D | -33.4% | +4.0% | -37.5% | -32.8% |
| 3M | -32.2% | +17.6% | -49.8% | -29.1% |
| 6M | -42.1% | +57.3% | -99.4% | -36.0% |
| YTD | +61.9% | +21.2% | +40.7% | +83.6% |
| 1Y | +163.0% | +21.1% | +141.9% | +195.8% |
| All | +163.0% | +19.9% | +143.1% | +195.8% |
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