+6.5%
GOOGL vs LITE
+140.5%
-134.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.8% |
| 7D | +3.9% | +10.8% | -6.9% | +3.5% |
| 30D | -14.9% | -33.4% | +18.5% | -14.0% |
| 3M | -14.6% | -32.2% | +17.7% | -13.9% |
| 6M | -26.4% | -42.1% | +15.6% | -25.5% |
| YTD | -5.3% | +61.9% | -67.2% | -12.1% |
| 1Y | +6.5% | +163.0% | -156.5% | -10.2% |
| All | +6.5% | +140.5% | -134.1% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling