+1,003.4%
LITE vs ALAB
+262.8%
+740.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +3.1% |
| 7D | -35.9% | -26.3% | -9.7% | -26.5% |
| 30D | -51.5% | -50.1% | -1.4% | -35.0% |
| 3M | -35.7% | -42.5% | +6.7% | -18.9% |
| 6M | -43.0% | -10.8% | -32.1% | -39.9% |
| YTD | +46.1% | +14.6% | +31.5% | +34.1% |
| 1Y | +124.7% | +17.1% | +107.6% | +104.0% |
| All | +1,003.4% | +262.8% | +740.6% | +529.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 10y: compounded portfolio wealth divided by compounded ALAB 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…
10y analysis · Full analysis span regression · 6 months rolling