+1,133.7%
AAPL vs LITE
+2,640.3%
-1,506.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.7% | +17.1% | +1.5% |
| 7D | -1.4% | -44.6% | +43.2% | +7.7% |
| 30D | +3.2% | -55.0% | +58.2% | +16.0% |
| 3M | +10.8% | -38.3% | +49.1% | +16.2% |
| 6M | +21.3% | -48.8% | +70.1% | +28.1% |
| YTD | +26.9% | +38.3% | -11.3% | +5.4% |
| 1Y | +27.9% | +119.0% | -91.1% | -5.7% |
| 3Y | +97.5% | +1,092.0% | -994.5% | -11.6% |
| 5Y | +132.9% | +446.1% | -313.2% | +24.3% |
| 10Y | +1,275.7% | +1,381.7% | -106.0% | +514.1% |
| All | +1,133.7% | +2,640.3% | -1,506.6% | +452.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling