+1,668.5%
LITE vs TSCO
-14.7%
+1,683.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.7% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +6.7% | +5.5% | +1.2% | +5.0% |
| 3M | -6.8% | +20.0% | -26.7% | -11.5% |
| 6M | +29.4% | -29.8% | +59.2% | +47.8% |
| YTD | +139.1% | -28.7% | +167.7% | +169.4% |
| 1Y | +521.0% | -40.9% | +561.9% | +655.4% |
| All | +1,668.5% | -14.7% | +1,683.2% | +1,290.8% |
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