+98.7%
INTC vs LITE
+1,381.7%
-1,283.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.7% | +2.0% | +5.8% |
| 7D | -14.4% | -35.9% | +21.5% | -1.2% |
| 30D | -50.2% | -51.5% | +1.3% | -36.8% |
| 3M | -43.6% | -35.7% | -7.9% | -35.3% |
| 6M | -50.2% | -43.0% | -7.2% | -41.6% |
| YTD | +52.5% | +46.1% | +6.4% | +31.8% |
| 1Y | +51.1% | +124.7% | -73.6% | +12.6% |
| 3Y | +50.3% | +1,172.1% | -1,121.8% | -39.0% |
| 5Y | +19.2% | +477.0% | -457.8% | -40.9% |
| All | +98.7% | +1,381.7% | -1,283.0% | -21.2% |
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 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