+196.6%
AMD vs LITE
+468.9%
-272.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -18.7% | +1.4% | -9.8% |
| 7D | -28.6% | -44.6% | +16.0% | -10.0% |
| 30D | -37.7% | -55.0% | +17.3% | -15.2% |
| 3M | -16.1% | -38.3% | +22.2% | -0.5% |
| 6M | +13.8% | -48.8% | +62.6% | +40.6% |
| YTD | +88.8% | +38.3% | +50.5% | +46.8% |
| 1Y | +57.8% | +119.0% | -61.2% | -2.8% |
| 3Y | +260.3% | +1,092.0% | -831.7% | -19.0% |
| 5Y | +196.6% | +446.1% | -249.5% | +15.1% |
| All | +196.6% | +468.9% | -272.3% | +15.1% |
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