+944.3%
LITE vs ALAB
+241.5%
+702.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -19.6% | +0.9% | -10.5% |
| 7D | -44.6% | -38.2% | -6.4% | -31.7% |
| 30D | -55.0% | -54.0% | -1.1% | -37.7% |
| 3M | -38.3% | -43.6% | +5.3% | -21.4% |
| 6M | -48.8% | -16.8% | -32.0% | -44.5% |
| YTD | +38.3% | +7.9% | +30.4% | +30.1% |
| 1Y | +119.0% | -1.4% | +120.3% | +111.3% |
| All | +944.3% | +241.5% | +702.8% | +511.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling