+651.8%
GOOGL vs LITE
+1,590.0%
-938.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | 0.0% |
| 7D | +2.6% | -13.9% | +16.5% | +4.6% |
| 30D | -18.3% | -46.9% | +28.6% | -10.5% |
| 3M | -19.6% | -28.0% | +8.5% | -17.4% |
| 6M | -28.2% | -35.2% | +7.0% | -27.0% |
| YTD | -8.0% | +58.9% | -66.9% | -24.7% |
| 1Y | -0.7% | +125.3% | -126.0% | -25.6% |
| 3Y | +118.8% | +1,344.4% | -1,225.6% | +1.3% |
| 5Y | +98.9% | +541.2% | -442.3% | +8.4% |
| All | +651.8% | +1,590.0% | -938.1% | +244.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling