+6,406.4%
AMD vs LITE
+2,385.9%
+4,020.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.0% | +0.7% | +3.1% |
| 7D | +2.6% | -1.5% | +4.1% | +3.2% |
| 30D | -0.9% | +6.7% | -7.6% | -4.6% |
| 3M | -8.7% | -6.8% | -2.0% | -7.4% |
| 6M | +136.3% | +29.4% | +106.9% | +98.3% |
| YTD | +123.0% | +139.1% | -16.1% | +37.9% |
| 1Y | +195.2% | +521.0% | -325.8% | +12.4% |
| 3Y | +336.3% | +1,535.3% | -1,198.9% | -4.7% |
| 5Y | +334.5% | +889.8% | -555.4% | +18.1% |
| All | +6,406.4% | +2,385.9% | +4,020.5% | +977.9% |
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