+3.6%
GOOG vs LITE
+233.7%
-230.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.9% | +11.1% | +3.5% |
| 7D | -10.7% | -31.4% | +20.7% | -9.5% |
| 30D | -16.4% | -42.6% | +26.1% | -14.8% |
| 3M | -23.4% | -26.2% | +2.8% | -22.9% |
| 6M | -24.2% | -35.8% | +11.6% | -23.5% |
| YTD | -8.3% | +70.0% | -78.3% | -16.4% |
| 1Y | +3.6% | +232.7% | -229.1% | -17.9% |
| All | +3.6% | +233.7% | -230.1% | -17.9% |
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 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