+147.6%
GOOG vs LITE
+1,559.3%
-1,411.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.5% |
| 7D | -2.1% | -1.5% | -0.6% | -2.0% |
| 30D | -6.8% | +6.7% | -13.5% | -8.1% |
| 3M | -9.1% | -6.8% | -2.3% | -9.6% |
| 6M | +10.7% | +29.4% | -18.7% | +2.7% |
| YTD | +7.1% | +139.1% | -132.0% | -11.4% |
| 1Y | +44.6% | +521.0% | -476.4% | -2.0% |
| All | +147.6% | +1,559.3% | -1,411.7% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling