+3,406.8%
LITE vs TSCO
+135.6%
+3,271.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.9% | +7.8% | +10.0% |
| 7D | -12.9% | +5.9% | -18.8% | -14.2% |
| 30D | -46.0% | +11.0% | -56.9% | -47.7% |
| 3M | -33.0% | +9.0% | -42.0% | -35.1% |
| 6M | -34.0% | +23.9% | -57.9% | -38.8% |
| YTD | +61.7% | -23.7% | +85.5% | +72.2% |
| 1Y | +148.3% | -29.4% | +177.7% | +170.2% |
| 3Y | +1,408.5% | +1.6% | +1,406.9% | +1,348.0% |
| 5Y | +546.2% | -7.1% | +553.3% | +526.6% |
| 10Y | +1,533.3% | +227.5% | +1,305.8% | +1,137.2% |
| All | +3,406.8% | +135.6% | +3,271.2% | +2,438.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling