+912.8%
GOOGL vs LITE
+4,637.9%
-3,725.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.8% |
| 7D | -2.3% | -1.5% | -0.7% | -2.1% |
| 30D | -6.6% | +6.7% | -13.2% | -8.3% |
| 3M | -8.9% | -6.8% | -2.2% | -9.9% |
| 6M | +11.9% | +29.4% | -17.6% | +1.5% |
| YTD | +8.3% | +139.1% | -130.7% | -14.0% |
| 1Y | +46.2% | +521.0% | -474.8% | -6.1% |
| 3Y | +151.9% | +1,535.3% | -1,383.4% | +25.6% |
| 5Y | +137.7% | +889.8% | -752.1% | +28.9% |
| 10Y | +757.6% | +2,400.7% | -1,643.2% | +295.4% |
| All | +912.8% | +4,637.9% | -3,725.1% | +345.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling