+641.7%
AMZN vs LITE
+1,530.1%
-888.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.5% |
| 7D | +2.8% | +10.8% | -7.9% | +0.6% |
| 30D | +5.0% | -33.4% | +38.4% | +11.5% |
| 3M | +0.6% | -32.2% | +32.8% | +5.1% |
| 6M | -1.3% | -42.1% | +40.8% | +3.6% |
| YTD | +15.5% | +61.9% | -46.3% | -8.5% |
| 1Y | +12.2% | +163.0% | -150.8% | -22.4% |
| 3Y | +87.0% | +1,358.0% | -1,271.0% | -23.9% |
| 5Y | +51.3% | +549.9% | -498.6% | -25.7% |
| All | +641.7% | +1,530.1% | -888.4% | +201.4% |
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