+767.5%
GOOG vs LITE
+2,292.8%
-1,525.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.7% |
| 7D | -2.1% | -1.5% | -0.6% | -2.0% |
| 30D | -6.8% | +6.7% | -13.5% | -8.7% |
| 3M | -9.1% | -6.8% | -2.3% | -10.1% |
| 6M | +10.7% | +29.4% | -18.7% | -0.1% |
| YTD | +7.1% | +139.1% | -132.0% | -16.3% |
| 1Y | +44.6% | +521.0% | -476.4% | -10.0% |
| 3Y | +147.4% | +1,535.3% | -1,387.9% | +16.9% |
| 5Y | +133.8% | +889.8% | -756.0% | +21.3% |
| All | +767.5% | +2,292.8% | -1,525.2% | +260.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling