+9.5%
AMZN vs LITE
+138.0%
-128.5%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.6% |
| 7D | +2.8% | +22.6% | -19.8% | +2.1% |
| 30D | +3.4% | -36.8% | +40.2% | +4.6% |
| 3M | +0.1% | -33.0% | +33.1% | +1.0% |
| 6M | +0.6% | -37.1% | +37.7% | +1.1% |
| YTD | +15.9% | +69.5% | -53.6% | +11.8% |
| 1Y | +9.5% | +146.1% | -136.6% | +0.2% |
| All | +9.5% | +138.0% | -128.5% | +0.2% |
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