+39.5%
INTC vs LITE
+1,099.6%
-1,060.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -18.7% | +8.3% | -3.4% |
| 7D | -43.2% | -44.6% | +1.3% | -29.2% |
| 30D | -53.6% | -55.0% | +1.5% | -38.0% |
| 3M | -48.3% | -38.3% | -10.0% | -38.9% |
| 6M | -51.7% | -48.8% | -2.9% | -40.5% |
| YTD | +41.6% | +38.3% | +3.3% | +25.6% |
| 1Y | +36.1% | +119.0% | -82.9% | +2.7% |
| All | +39.5% | +1,099.6% | -1,060.1% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling