+58.1%
INTC vs LITE
+1,387.8%
-1,329.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.5% | +2.0% | -0.8% |
| 7D | +6.0% | +10.8% | -4.8% | +1.9% |
| 30D | -39.2% | -33.4% | -5.8% | -29.1% |
| 3M | -42.9% | -32.2% | -10.7% | -34.7% |
| 6M | -50.4% | -42.1% | -8.3% | -41.5% |
| YTD | +61.7% | +61.9% | -0.2% | +35.0% |
| 1Y | +66.1% | +163.0% | -96.9% | +17.1% |
| 3Y | +58.1% | +1,358.0% | -1,299.9% | -44.0% |
| All | +58.1% | +1,387.8% | -1,329.7% | -44.0% |
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