+1,705.5%
LITE vs ALAB
+490.6%
+1,214.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.8% | -5.8% | +0.2% |
| 7D | -1.5% | +7.2% | -8.8% | -4.3% |
| 30D | +6.7% | -2.5% | +9.2% | +8.0% |
| 3M | -6.8% | -13.3% | +6.6% | -2.4% |
| 6M | +29.4% | +172.8% | -143.4% | -12.9% |
| YTD | +139.1% | +86.6% | +52.5% | +78.9% |
| 1Y | +521.0% | +65.2% | +455.8% | +373.2% |
| All | +1,705.5% | +490.6% | +1,214.9% | +740.2% |
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