+2,405.2%
LITE vs ALNY
+258.3%
+2,146.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.8% |
| 7D | +10.4% | -6.4% | +16.8% | +11.5% |
| 30D | +14.0% | +11.9% | +2.1% | +11.8% |
| 3M | +9.7% | -15.0% | +24.7% | +10.1% |
| 6M | +39.2% | -23.2% | +62.5% | +41.2% |
| YTD | +153.9% | -37.8% | +191.6% | +167.1% |
| 1Y | +467.5% | -47.3% | +514.8% | +515.6% |
| 3Y | +1,784.2% | +22.9% | +1,761.3% | +1,621.1% |
| 5Y | +990.3% | +30.6% | +959.7% | +848.0% |
| All | +2,405.2% | +258.3% | +2,146.9% | +1,697.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling