-41.1%
AMAT vs LITE
-53.3%
+12.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -18.7% | +5.1% | -5.3% |
| 7D | -24.3% | -44.6% | +20.3% | -5.3% |
| 30D | -39.8% | -55.0% | +15.2% | -19.1% |
| All | -41.1% | -53.3% | +12.2% | -22.1% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling