+123.4%
GOOGL vs LITE
+1,287.7%
-1,164.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.7% | -9.5% | +0.1% |
| 7D | +3.3% | -12.9% | +16.2% | +4.4% |
| 30D | -18.1% | -46.0% | +27.9% | -13.5% |
| 3M | -18.6% | -33.0% | +14.4% | -16.6% |
| 6M | -28.0% | -34.0% | +6.0% | -27.4% |
| YTD | -7.8% | +61.7% | -69.5% | -21.2% |
| 1Y | +3.6% | +148.3% | -144.7% | -19.2% |
| 3Y | +123.4% | +1,408.5% | -1,285.2% | +20.6% |
| All | +123.4% | +1,287.7% | -1,164.4% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling