+972.3%
AMZN vs LITE
+4,637.9%
-3,665.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -0.9% |
| 7D | -3.0% | -1.5% | -1.4% | -2.8% |
| 30D | -5.2% | +6.7% | -11.8% | -7.2% |
| 3M | +1.9% | -6.8% | +8.6% | +0.6% |
| 6M | +19.2% | +29.4% | -10.2% | +7.1% |
| YTD | +12.0% | +139.1% | -127.1% | -13.6% |
| 1Y | +9.7% | +521.0% | -511.3% | -34.0% |
| 3Y | +87.2% | +1,535.3% | -1,448.1% | -15.5% |
| 5Y | +48.7% | +889.8% | -841.2% | -26.0% |
| 10Y | +569.3% | +2,400.7% | -1,831.4% | +185.8% |
| All | +972.3% | +4,637.9% | -3,665.7% | +348.3% |
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