-9.3%
AMAT vs LITE
-2.1%
-7.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.0% | +0.3% | +1.9% |
| 7D | -1.5% | -1.5% | 0.0% | -0.6% |
| 30D | -14.8% | +6.7% | -21.5% | -20.5% |
| 3M | -9.3% | -6.8% | -2.5% | -2.7% |
| All | -9.3% | -2.1% | -7.2% | -2.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling