+48.6%
AMZN vs LITE
+477.4%
-428.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.7% | -6.0% | -1.3% |
| 7D | +7.9% | -35.9% | +43.8% | +15.5% |
| 30D | -0.2% | -51.5% | +51.3% | +11.8% |
| 3M | -4.8% | -35.7% | +31.0% | -0.1% |
| 6M | -5.7% | -43.0% | +37.3% | -1.5% |
| YTD | +12.3% | +46.1% | -33.8% | -10.9% |
| 1Y | +6.7% | +124.7% | -118.0% | -26.8% |
| 3Y | +85.6% | +1,172.1% | -1,086.5% | -37.7% |
| All | +48.6% | +477.4% | -428.8% | -26.9% |
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