+134.7%
INTC vs LITE
+2,640.3%
-2,505.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -18.7% | +8.3% | -4.6% |
| 7D | -43.2% | -44.6% | +1.3% | -31.7% |
| 30D | -53.6% | -55.0% | +1.5% | -40.7% |
| 3M | -48.3% | -38.3% | -10.0% | -40.5% |
| 6M | -51.7% | -48.8% | -2.9% | -42.1% |
| YTD | +41.6% | +38.3% | +3.3% | +26.6% |
| 1Y | +36.1% | +119.0% | -82.9% | +5.5% |
| 3Y | +39.3% | +1,092.0% | -1,052.7% | -36.3% |
| 5Y | +10.6% | +446.1% | -435.4% | -39.9% |
| 10Y | +90.4% | +1,381.7% | -1,291.3% | -12.8% |
| All | +134.7% | +2,640.3% | -2,505.6% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling