+1,587.5%
AMAT vs LITE
+2,385.9%
-798.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +2.8% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | -14.8% | +6.7% | -21.5% | -17.8% |
| 3M | -9.3% | -6.8% | -2.5% | -7.8% |
| 6M | +27.4% | +29.4% | -2.1% | +9.5% |
| YTD | +77.6% | +139.1% | -61.5% | +16.6% |
| 1Y | +188.9% | +521.0% | -332.1% | +22.4% |
| 3Y | +202.3% | +1,535.3% | -1,333.0% | -23.1% |
| 5Y | +248.9% | +889.8% | -640.9% | +7.7% |
| All | +1,587.5% | +2,385.9% | -798.4% | +274.3% |
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