+1,533.3%
LITE vs TSCO
+243.9%
+1,289.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +9.9% |
| 7D | -12.9% | +5.9% | -18.8% | -14.3% |
| 30D | -46.0% | +11.0% | -56.9% | -47.9% |
| 3M | -33.0% | +9.0% | -42.0% | -35.3% |
| 6M | -34.0% | +23.9% | -57.9% | -39.3% |
| YTD | +61.7% | -23.7% | +85.5% | +73.5% |
| 1Y | +148.3% | -29.4% | +177.7% | +172.9% |
| 3Y | +1,408.5% | +1.6% | +1,406.9% | +1,333.7% |
| 5Y | +546.2% | -7.1% | +553.3% | +520.5% |
| 10Y | +1,533.3% | +227.5% | +1,305.8% | +1,246.4% |
| All | +1,533.3% | +243.9% | +1,289.5% | +1,246.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling