+61.5%
INTC vs LITE
+138.0%
-76.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -0.5% |
| 7D | +17.1% | +22.6% | -5.4% | +7.5% |
| 30D | -40.5% | -36.8% | -3.7% | -28.3% |
| 3M | -39.4% | -33.0% | -6.4% | -29.5% |
| 6M | -49.3% | -37.1% | -12.2% | -41.4% |
| YTD | +65.9% | +69.5% | -3.6% | +42.2% |
| 1Y | +61.5% | +146.1% | -84.6% | +28.4% |
| All | +61.5% | +138.0% | -76.5% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling