+121.2%
INTC vs LITE
+1,770.3%
-1,649.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.7% | -3.2% | +3.9% |
| 7D | +7.3% | +3.4% | +3.9% | +5.9% |
| 30D | -38.3% | -34.9% | -3.4% | -28.8% |
| 3M | -36.0% | -21.0% | -15.0% | -31.4% |
| 6M | -51.7% | -38.5% | -13.3% | -44.8% |
| YTD | +69.4% | +75.8% | -6.4% | +37.5% |
| 1Y | +65.0% | +156.7% | -91.7% | +17.3% |
| 3Y | +63.0% | +1,498.6% | -1,435.6% | -38.7% |
| 5Y | +33.4% | +610.9% | -577.5% | -38.3% |
| 10Y | +121.2% | +1,670.7% | -1,549.5% | -16.9% |
| All | +121.2% | +1,770.3% | -1,649.1% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling