+92.9%
GOOGL vs LITE
+477.4%
-384.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | 0.0% |
| 7D | +1.8% | -35.9% | +37.7% | +7.6% |
| 30D | -18.8% | -51.5% | +32.8% | -11.0% |
| 3M | -20.3% | -35.7% | +15.4% | -17.3% |
| 6M | -28.4% | -43.0% | +14.6% | -25.9% |
| YTD | -8.8% | +46.1% | -55.0% | -24.6% |
| 1Y | +0.3% | +124.7% | -124.4% | -25.8% |
| 3Y | +120.7% | +1,172.1% | -1,051.3% | -3.3% |
| All | +92.9% | +477.4% | -384.5% | +11.6% |
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 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