+101.1%
GOOGL vs LITE
+547.2%
-446.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.4% |
| 7D | +3.9% | +10.8% | -6.9% | +2.2% |
| 30D | -14.9% | -33.4% | +18.5% | -10.9% |
| 3M | -14.6% | -32.2% | +17.7% | -11.7% |
| 6M | -26.4% | -42.1% | +15.6% | -23.6% |
| YTD | -5.3% | +61.9% | -67.2% | -22.9% |
| 1Y | +6.5% | +163.0% | -156.5% | -23.3% |
| 3Y | +126.0% | +1,358.0% | -1,232.0% | -3.4% |
| All | +101.1% | +547.2% | -446.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling