+109.4%
AAPL vs LITE
+893.2%
-783.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.0% | -6.5% | -3.0% |
| 7D | +0.1% | -1.5% | +1.6% | +0.2% |
| 30D | +3.0% | +6.7% | -3.7% | +1.6% |
| 3M | +2.9% | -6.8% | +9.7% | +2.1% |
| 6M | +22.1% | +29.4% | -7.3% | +12.8% |
| YTD | +18.0% | +139.1% | -121.1% | -3.0% |
| 1Y | +33.9% | +521.0% | -487.1% | -11.7% |
| 3Y | +71.2% | +1,535.3% | -1,464.1% | -16.9% |
| All | +109.4% | +893.2% | -783.8% | +22.8% |
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