+3,574.4%
LITE vs TMO
+414.9%
+3,159.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.3% |
| 7D | +22.6% | +3.3% | +19.2% | +20.8% |
| 30D | -36.8% | +5.5% | -42.3% | -37.9% |
| 3M | -33.0% | +16.1% | -49.1% | -37.7% |
| 6M | -37.1% | +52.6% | -89.6% | -50.3% |
| YTD | +69.5% | +21.0% | +48.4% | +50.0% |
| 1Y | +146.1% | +19.4% | +126.7% | +119.9% |
| 3Y | +1,440.8% | +57.5% | +1,383.3% | +1,045.9% |
| 5Y | +580.4% | +11.7% | +568.8% | +506.6% |
| 10Y | +1,606.7% | +375.7% | +1,231.0% | +583.3% |
| All | +3,574.4% | +414.9% | +3,159.5% | +1,273.1% |
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