+1,009.8%
LITE vs TMO
+7.5%
+1,002.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.7% |
| 7D | +12.6% | +0.4% | +12.2% | +12.3% |
| 30D | +9.9% | +1.5% | +8.4% | +9.0% |
| 3M | +9.3% | +28.5% | -19.2% | -3.0% |
| 6M | +75.2% | +20.4% | +54.9% | +58.6% |
| YTD | +165.5% | +4.3% | +161.2% | +157.3% |
| 1Y | +555.0% | +24.1% | +530.9% | +475.0% |
| 3Y | +1,870.5% | +17.5% | +1,853.0% | +1,653.4% |
| 5Y | +1,009.8% | +6.8% | +1,003.0% | +903.8% |
| All | +1,009.8% | +7.5% | +1,002.3% | +903.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling