+1,938.3%
LITE vs TMO
+18.6%
+1,919.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +13.6% | -0.5% | +14.1% | +13.7% |
| 30D | +21.6% | +1.0% | +20.6% | +21.1% |
| 3M | +20.3% | +22.7% | -2.4% | +11.0% |
| 6M | +54.4% | +19.0% | +35.4% | +43.0% |
| YTD | +168.3% | +4.7% | +163.6% | +164.9% |
| 1Y | +551.8% | +26.0% | +525.8% | +473.7% |
| All | +1,938.3% | +18.6% | +1,919.6% | +1,593.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling