+115.2%
GOOG vs LITE
+1,360.3%
-1,245.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.2% |
| 7D | +2.4% | -13.9% | +16.3% | +3.6% |
| 30D | -18.1% | -46.9% | +28.8% | -13.4% |
| 3M | -19.9% | -28.0% | +8.1% | -18.6% |
| 6M | -28.2% | -35.2% | +7.1% | -27.4% |
| YTD | -9.0% | +58.9% | -67.9% | -22.0% |
| 1Y | -1.7% | +125.3% | -127.0% | -21.9% |
| All | +115.2% | +1,360.3% | -1,245.1% | +17.9% |
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 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