+232.7%
LITE vs ALNY
-62.5%
+295.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.7% | -8.6% | -7.7% |
| 7D | -31.4% | -30.7% | -0.7% | -36.6% |
| 30D | -42.6% | -26.7% | -15.8% | -46.0% |
| 3M | -26.2% | -26.4% | +0.2% | -30.0% |
| 6M | -35.8% | -45.9% | +10.1% | -43.3% |
| YTD | +70.0% | -59.5% | +129.5% | +79.4% |
| 1Y | +232.7% | -62.0% | +294.7% | +243.3% |
| All | +232.7% | -62.5% | +295.3% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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