-32.3%
AMAT vs LITE
-26.5%
-5.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.9% | +4.6% | -0.3% |
| 7D | -11.2% | -31.4% | +20.2% | +2.2% |
| 30D | -31.9% | -42.6% | +10.7% | -17.3% |
| 3M | -32.3% | -26.2% | -6.1% | -25.6% |
| All | -32.3% | -26.5% | -5.9% | -25.6% |
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 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