+632.6%
GOOG vs LITE
+1,381.7%
-749.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.1% |
| 7D | +2.1% | -35.9% | +38.0% | +8.8% |
| 30D | -18.3% | -51.5% | +33.3% | -9.2% |
| 3M | -20.3% | -35.7% | +15.4% | -16.7% |
| 6M | -28.1% | -43.0% | +14.9% | -25.2% |
| YTD | -9.3% | +46.1% | -55.5% | -24.7% |
| 1Y | -0.2% | +124.7% | -124.9% | -25.3% |
| 3Y | +118.0% | +1,172.1% | -1,054.0% | +3.7% |
| 5Y | +92.1% | +477.0% | -385.0% | +6.8% |
| All | +632.6% | +1,381.7% | -749.1% | +232.9% |
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 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