+93.9%
INTC vs LITE
+893.2%
-799.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.0% | +0.5% | +3.1% |
| 7D | +7.1% | -1.5% | +8.6% | +7.6% |
| 30D | -5.2% | +6.7% | -11.9% | -8.2% |
| 3M | -14.3% | -6.8% | -7.5% | -13.2% |
| 6M | +110.2% | +29.4% | +80.7% | +85.6% |
| YTD | +159.6% | +139.1% | +20.5% | +84.8% |
| 1Y | +289.3% | +521.0% | -231.7% | +93.9% |
| 3Y | +166.1% | +1,535.3% | -1,369.2% | -15.3% |
| All | +93.9% | +893.2% | -799.3% | -26.3% |
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