+10.6%
INTC vs LITE
+468.9%
-458.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -18.7% | +8.3% | -3.4% |
| 7D | -43.2% | -44.6% | +1.3% | -29.1% |
| 30D | -53.6% | -55.0% | +1.5% | -37.8% |
| 3M | -48.3% | -38.3% | -10.0% | -38.9% |
| 6M | -51.7% | -48.8% | -2.9% | -40.3% |
| YTD | +41.6% | +38.3% | +3.3% | +23.1% |
| 1Y | +36.1% | +119.0% | -82.9% | -0.6% |
| 3Y | +39.3% | +1,092.0% | -1,052.7% | -50.3% |
| 5Y | +10.6% | +446.1% | -435.4% | -46.5% |
| All | +10.6% | +468.9% | -458.2% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling