+138.1%
AAPL vs LITE
+553.3%
-415.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.7% | -8.3% | +1.3% |
| 7D | +3.7% | -12.9% | +16.5% | +4.8% |
| 30D | +4.2% | -46.0% | +50.1% | +10.1% |
| 3M | +12.0% | -33.0% | +45.0% | +14.6% |
| 6M | +19.8% | -34.0% | +53.8% | +20.6% |
| YTD | +29.3% | +61.7% | -32.4% | +9.4% |
| 1Y | +31.1% | +148.3% | -117.2% | +0.8% |
| 3Y | +94.9% | +1,408.5% | -1,313.6% | -11.7% |
| 5Y | +138.1% | +546.2% | -408.1% | +46.9% |
| All | +138.1% | +553.3% | -415.3% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling