+94.6%
AAPL vs LITE
+1,099.6%
-1,005.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.7% | +17.1% | -0.5% |
| 7D | -1.4% | -44.6% | +43.2% | +1.6% |
| 30D | +3.2% | -55.0% | +58.2% | +7.3% |
| 3M | +10.8% | -38.3% | +49.1% | +12.4% |
| 6M | +21.3% | -48.8% | +70.1% | +23.9% |
| YTD | +26.9% | +38.3% | -11.3% | +15.0% |
| 1Y | +27.9% | +119.0% | -91.1% | +8.3% |
| All | +94.6% | +1,099.6% | -1,005.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 LITE 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