+255.5%
AMD vs LITE
+630.9%
-375.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.9% | +8.9% | +4.1% |
| 7D | -15.5% | -31.4% | +15.9% | -2.5% |
| 30D | -22.6% | -42.6% | +20.0% | -4.8% |
| 3M | -5.7% | -26.2% | +20.5% | +3.6% |
| 6M | +43.1% | -35.8% | +78.9% | +61.0% |
| YTD | +128.2% | +70.0% | +58.2% | +63.0% |
| 1Y | +95.5% | +232.7% | -137.3% | -0.9% |
| 3Y | +335.4% | +1,365.7% | -1,030.3% | -9.5% |
| 5Y | +255.5% | +609.5% | -354.0% | +30.1% |
| All | +255.5% | +630.9% | -375.4% | +30.1% |
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