+133.0%
AAPL vs LITE
+477.4%
-344.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.7% | -6.2% | -1.1% |
| 7D | -0.7% | -35.9% | +35.3% | +3.5% |
| 30D | +1.7% | -51.5% | +53.2% | +8.7% |
| 3M | +9.7% | -35.7% | +45.4% | +12.5% |
| 6M | +19.3% | -43.0% | +62.3% | +22.1% |
| YTD | +26.3% | +46.1% | -19.8% | +7.9% |
| 1Y | +27.4% | +124.7% | -97.3% | -1.0% |
| 3Y | +93.6% | +1,172.1% | -1,078.5% | -9.4% |
| All | +133.0% | +477.4% | -344.4% | +44.4% |
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