+44.5%
GOOG vs LITE
+543.3%
-498.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.3% |
| 7D | -2.2% | -1.5% | -0.7% | -2.1% |
| 30D | -6.9% | +6.7% | -13.5% | -7.5% |
| 3M | -9.1% | -6.8% | -2.4% | -9.3% |
| 6M | +10.6% | +29.4% | -18.8% | +5.7% |
| YTD | +7.0% | +139.1% | -132.1% | -4.8% |
| 1Y | +44.5% | +521.0% | -476.5% | +7.5% |
| All | +44.5% | +543.3% | -498.7% | +7.5% |
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