+1,870.5%
LITE vs ALNY
+29.2%
+1,841.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.3% | +13.3% | +11.2% |
| 7D | +12.6% | +5.7% | +6.9% | +12.2% |
| 30D | +9.9% | +18.7% | -8.7% | +8.6% |
| 3M | +9.3% | -11.0% | +20.3% | +9.0% |
| 6M | +75.2% | -18.9% | +94.1% | +76.6% |
| YTD | +165.5% | -34.6% | +200.1% | +182.0% |
| 1Y | +555.0% | -42.8% | +597.8% | +617.3% |
| 3Y | +1,870.5% | +29.1% | +1,841.3% | +1,617.4% |
| All | +1,870.5% | +29.2% | +1,841.2% | +1,617.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling