+124.7%
LITE vs ALAB
+4.9%
+119.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +2.5% |
| 7D | -35.9% | -26.3% | -9.7% | -24.7% |
| 30D | -51.5% | -50.1% | -1.4% | -32.0% |
| 3M | -35.7% | -42.5% | +6.7% | -16.0% |
| 6M | -43.0% | -10.8% | -32.1% | -37.6% |
| YTD | +46.1% | +14.6% | +31.5% | +37.7% |
| 1Y | +124.7% | +17.1% | +107.6% | +107.0% |
| All | +124.7% | +4.9% | +119.8% | +107.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling