+3,344.5%
LITE vs TMO
+428.7%
+2,915.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -13.9% | +2.8% | -16.8% | -14.7% |
| 30D | -46.9% | +9.1% | -56.1% | -48.8% |
| 3M | -28.0% | +19.9% | -47.9% | -34.2% |
| 6M | -35.2% | +54.7% | -89.9% | -49.4% |
| YTD | +58.9% | +24.3% | +34.6% | +38.7% |
| 1Y | +125.3% | +25.0% | +100.3% | +96.1% |
| 3Y | +1,344.4% | +61.7% | +1,282.7% | +959.3% |
| 5Y | +541.2% | +16.2% | +524.9% | +459.2% |
| 10Y | +1,587.5% | +378.7% | +1,208.9% | +570.0% |
| All | +3,344.5% | +428.7% | +2,915.8% | +1,169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling