+1,111.0%
AMAT vs LITE
+1,302.2%
-191.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -18.7% | +5.1% | -6.2% |
| 7D | -24.3% | -44.6% | +20.3% | -5.1% |
| 30D | -39.8% | -55.0% | +15.2% | -18.5% |
| 3M | -40.2% | -38.3% | -1.9% | -29.6% |
| 6M | -22.1% | -48.8% | +26.6% | -3.3% |
| YTD | +24.7% | +38.3% | -13.6% | -0.5% |
| 1Y | +33.3% | +119.0% | -85.7% | -14.2% |
| 3Y | +133.9% | +1,092.0% | -958.1% | -34.9% |
| 5Y | +117.1% | +446.1% | -329.0% | -17.6% |
| All | +1,111.0% | +1,302.2% | -191.2% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling