+1,172.1%
LITE vs TSCO
-3.3%
+1,175.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.7% | +6.4% | +5.8% |
| 7D | -35.9% | +7.1% | -43.0% | -36.7% |
| 30D | -51.5% | +11.8% | -63.3% | -52.6% |
| 3M | -35.7% | +7.4% | -43.1% | -36.7% |
| 6M | -43.0% | +13.4% | -56.4% | -44.8% |
| YTD | +46.1% | -25.9% | +72.0% | +62.7% |
| 1Y | +124.7% | -29.9% | +154.6% | +154.7% |
| 3Y | +1,172.1% | -3.4% | +1,175.4% | +848.5% |
| All | +1,172.1% | -3.3% | +1,175.3% | +848.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling