+49.3%
AMZN vs LITE
+553.3%
-504.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.7% | -7.7% | +1.1% |
| 7D | +8.7% | -12.9% | +21.6% | +10.7% |
| 30D | +1.7% | -46.0% | +47.7% | +11.8% |
| 3M | -2.8% | -33.0% | +30.3% | +1.4% |
| 6M | -2.1% | -34.0% | +31.9% | -0.5% |
| YTD | +15.6% | +61.7% | -46.1% | -9.9% |
| 1Y | +9.2% | +148.3% | -139.1% | -26.3% |
| 3Y | +89.9% | +1,408.5% | -1,318.7% | -39.1% |
| 5Y | +49.3% | +546.2% | -496.9% | -27.4% |
| All | +49.3% | +553.3% | -504.0% | -27.4% |
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 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