-28.1%
GOOG vs LITE
-45.9%
+17.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | +0.9% |
| 7D | +2.1% | -35.9% | +38.0% | +1.3% |
| 30D | -18.3% | -51.5% | +33.3% | -19.6% |
| 3M | -20.3% | -35.7% | +15.4% | -20.7% |
| 6M | -28.1% | -43.0% | +14.9% | -28.8% |
| All | -28.1% | -45.9% | +17.9% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling