+6.7%
AMZN vs LITE
+121.0%
-114.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -0.5% |
| 7D | +7.9% | -35.9% | +43.8% | +9.2% |
| 30D | -0.2% | -51.5% | +51.3% | +1.7% |
| 3M | -4.8% | -35.7% | +31.0% | -3.7% |
| 6M | -5.7% | -43.0% | +37.3% | -4.9% |
| YTD | +12.3% | +46.1% | -33.8% | +8.6% |
| 1Y | +6.7% | +124.7% | -118.0% | -3.0% |
| All | +6.7% | +121.0% | -114.3% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling