+950.7%
GOOG vs LITE
+4,637.9%
-3,687.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.0% | -5.0% | -1.7% |
| 7D | -2.1% | -1.5% | -0.6% | -2.0% |
| 30D | -6.8% | +6.7% | -13.5% | -8.6% |
| 3M | -9.1% | -6.8% | -2.3% | -10.0% |
| 6M | +10.7% | +29.4% | -18.7% | +0.5% |
| YTD | +7.1% | +139.1% | -132.0% | -15.0% |
| 1Y | +44.6% | +521.0% | -476.4% | -7.0% |
| 3Y | +147.4% | +1,535.3% | -1,387.9% | +23.5% |
| 5Y | +133.8% | +889.8% | -756.0% | +27.0% |
| 10Y | +777.5% | +2,400.7% | -1,623.2% | +303.7% |
| All | +950.7% | +4,637.9% | -3,687.2% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling