+678.2%
GOOG vs LITE
+1,770.3%
-1,092.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.7% | -8.7% | +0.3% |
| 7D | +1.2% | +3.4% | -2.2% | +0.1% |
| 30D | -16.7% | -34.9% | +18.2% | -11.8% |
| 3M | -15.2% | -21.0% | +5.8% | -14.3% |
| 6M | -24.8% | -38.5% | +13.7% | -22.3% |
| YTD | -7.2% | +75.8% | -83.0% | -25.3% |
| 1Y | -0.1% | +156.7% | -156.8% | -26.7% |
| 3Y | +118.8% | +1,498.6% | -1,379.7% | -0.1% |
| 5Y | +99.9% | +610.9% | -511.0% | +7.2% |
| 10Y | +678.2% | +1,670.7% | -992.5% | +249.3% |
| All | +678.2% | +1,770.3% | -1,092.1% | +249.3% |
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 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