+979.3%
AMZN vs LITE
+2,640.3%
-1,661.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -18.7% | +16.5% | +1.1% |
| 7D | +6.7% | -44.6% | +51.3% | +17.3% |
| 30D | +1.5% | -55.0% | +56.6% | +15.4% |
| 3M | -4.6% | -38.3% | +33.7% | +0.9% |
| 6M | -4.9% | -48.8% | +43.9% | +1.5% |
| YTD | +12.7% | +38.3% | -25.6% | -6.0% |
| 1Y | +4.0% | +119.0% | -115.0% | -23.1% |
| 3Y | +87.7% | +1,092.0% | -1,004.3% | -12.8% |
| 5Y | +47.9% | +446.1% | -398.2% | -19.6% |
| 10Y | +589.3% | +1,381.7% | -792.4% | +217.3% |
| All | +979.3% | +2,640.3% | -1,661.0% | +387.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling