+232.7%
LITE vs TSCO
-28.6%
+261.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.2% | -12.1% | -7.1% |
| 7D | -31.4% | +15.7% | -47.1% | -30.0% |
| 30D | -42.6% | +16.4% | -59.0% | -41.4% |
| 3M | -26.2% | +11.2% | -37.4% | -24.7% |
| 6M | -35.8% | +14.9% | -50.7% | -33.9% |
| YTD | +70.0% | -25.4% | +95.5% | +98.0% |
| 1Y | +232.7% | -29.4% | +262.1% | +290.9% |
| All | +232.7% | -28.6% | +261.4% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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