+129.4%
LITE vs TSCO
-29.3%
+158.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +11.3% |
| 7D | -12.9% | +5.9% | -18.8% | -11.7% |
| 30D | -46.0% | +11.0% | -56.9% | -44.4% |
| 3M | -33.0% | +9.0% | -42.0% | -31.0% |
| 6M | -34.0% | +23.9% | -57.9% | -31.7% |
| YTD | +61.7% | -23.7% | +85.5% | +86.8% |
| All | +129.4% | -29.3% | +158.7% | +150.2% |
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