+700.7%
GOOGL vs LITE
+1,606.7%
-906.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +2.4% |
| 7D | +5.7% | +22.6% | -16.8% | +2.1% |
| 30D | -15.6% | -36.8% | +21.2% | -10.1% |
| 3M | -13.0% | -33.0% | +20.0% | -9.4% |
| 6M | -22.8% | -37.1% | +14.3% | -20.7% |
| YTD | -4.4% | +69.5% | -73.9% | -22.7% |
| 1Y | +4.5% | +146.1% | -141.7% | -23.0% |
| 3Y | +127.4% | +1,440.8% | -1,313.4% | +4.0% |
| 5Y | +102.8% | +580.4% | -477.6% | +9.3% |
| All | +700.7% | +1,606.7% | -906.0% | +262.2% |
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