+129.4%
LITE vs ALAB
+25.4%
+104.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +13.7% | -3.0% | +3.8% |
| 7D | -12.9% | -5.6% | -7.3% | -10.0% |
| 30D | -46.0% | -36.6% | -9.3% | -32.3% |
| 3M | -33.0% | -35.1% | +2.1% | -17.7% |
| 6M | -34.0% | +8.5% | -42.6% | -33.9% |
| YTD | +61.7% | +30.4% | +31.4% | +43.5% |
| All | +129.4% | +25.4% | +104.0% | +107.9% |
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