+555.0%
LITE vs TSCO
-40.1%
+595.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.2% | +11.0% |
| 7D | +12.6% | +1.7% | +10.9% | +12.6% |
| 30D | +9.9% | +2.8% | +7.1% | +9.8% |
| 3M | +9.3% | +17.9% | -8.6% | +8.9% |
| 6M | +75.2% | -28.6% | +103.8% | +98.0% |
| YTD | +165.5% | -28.0% | +193.5% | +198.0% |
| 1Y | +555.0% | -39.9% | +594.8% | +635.3% |
| All | +555.0% | -40.1% | +595.1% | +635.3% |
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