+5,710.3%
AMD vs LITE
+1,302.2%
+4,408.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -18.7% | +1.4% | -9.5% |
| 7D | -28.6% | -44.6% | +16.0% | -9.0% |
| 30D | -37.7% | -55.0% | +17.3% | -14.0% |
| 3M | -16.1% | -38.3% | +22.2% | 0.0% |
| 6M | +13.8% | -48.8% | +62.6% | +41.9% |
| YTD | +88.8% | +38.3% | +50.5% | +44.4% |
| 1Y | +57.8% | +119.0% | -61.2% | -4.5% |
| 3Y | +260.3% | +1,092.0% | -831.7% | -12.9% |
| 5Y | +196.6% | +446.1% | -249.5% | +1.5% |
| All | +5,710.3% | +1,302.2% | +4,408.1% | +1,000.0% |
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