+1,121.4%
LITE vs ALAB
+312.6%
+808.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +13.7% | -3.0% | +4.9% |
| 7D | -12.9% | -5.6% | -7.3% | -10.3% |
| 30D | -46.0% | -36.6% | -9.3% | -34.1% |
| 3M | -33.0% | -35.1% | +2.1% | -19.6% |
| 6M | -34.0% | +8.5% | -42.6% | -35.7% |
| YTD | +61.7% | +30.4% | +31.4% | +40.7% |
| 1Y | +148.3% | +31.0% | +117.2% | +115.0% |
| All | +1,121.4% | +312.6% | +808.8% | +561.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling