+99.2%
GOOG vs LITE
+585.5%
-486.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.1% |
| 7D | +4.8% | +22.6% | -17.7% | +1.8% |
| 30D | -15.5% | -36.8% | +21.3% | -10.9% |
| 3M | -13.7% | -33.0% | +19.3% | -10.6% |
| 6M | -23.0% | -37.1% | +14.1% | -21.0% |
| YTD | -5.7% | +69.5% | -75.2% | -23.6% |
| 1Y | +3.0% | +146.1% | -143.1% | -24.4% |
| 3Y | +122.4% | +1,440.8% | -1,318.4% | -6.0% |
| 5Y | +99.2% | +580.4% | -481.2% | +13.8% |
| All | +99.2% | +585.5% | -486.3% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling