+156.4%
AMAT vs LITE
+630.9%
-474.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.9% | +4.6% | -0.2% |
| 7D | -11.2% | -31.4% | +20.2% | +2.1% |
| 30D | -31.9% | -42.6% | +10.7% | -16.6% |
| 3M | -32.3% | -26.2% | -6.1% | -26.0% |
| 6M | -5.4% | -35.8% | +30.4% | +7.0% |
| YTD | +44.3% | +70.0% | -25.8% | +7.4% |
| 1Y | +61.4% | +232.7% | -171.4% | -12.5% |
| 3Y | +170.6% | +1,365.7% | -1,195.1% | -35.7% |
| 5Y | +156.4% | +609.5% | -453.0% | -4.8% |
| All | +156.4% | +630.9% | -474.5% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling