+17.7%
INTC vs LITE
+477.4%
-459.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.7% | +2.0% | +5.6% |
| 7D | -14.4% | -35.9% | +21.5% | +0.4% |
| 30D | -50.2% | -51.5% | +1.3% | -35.1% |
| 3M | -43.6% | -35.7% | -7.9% | -34.3% |
| 6M | -50.2% | -43.0% | -7.2% | -40.7% |
| YTD | +52.5% | +46.1% | +6.4% | +30.0% |
| 1Y | +51.1% | +124.7% | -73.6% | +9.2% |
| 3Y | +50.3% | +1,172.1% | -1,121.8% | -47.8% |
| All | +17.7% | +477.4% | -459.7% | -44.4% |
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 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