+25.0%
INTC vs LITE
+553.3%
-528.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.7% | -5.2% | +1.5% |
| 7D | -1.0% | -12.9% | +11.9% | +3.9% |
| 30D | -43.3% | -46.0% | +2.7% | -28.9% |
| 3M | -41.6% | -33.0% | -8.6% | -33.1% |
| 6M | -52.5% | -34.0% | -18.4% | -46.3% |
| YTD | +60.9% | +61.7% | -0.8% | +31.9% |
| 1Y | +55.7% | +148.3% | -92.6% | +8.3% |
| 3Y | +59.2% | +1,408.5% | -1,349.3% | -48.1% |
| 5Y | +25.0% | +546.2% | -521.1% | -43.0% |
| All | +25.0% | +553.3% | -528.3% | -43.0% |
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 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