+542.4%
LITE vs ALNY
-14.4%
+556.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.4% | -1.4% |
| 7D | -13.9% | -5.2% | -8.7% | -13.4% |
| 30D | -46.9% | -34.8% | -12.1% | -44.8% |
| 3M | -28.0% | -30.1% | +2.1% | -26.0% |
| 6M | -35.2% | -48.6% | +13.4% | -32.2% |
| YTD | +58.9% | -61.9% | +120.7% | +75.3% |
| 1Y | +125.3% | -65.7% | +191.0% | +153.7% |
| 3Y | +1,344.4% | -6.3% | +1,350.8% | +1,248.6% |
| All | +542.4% | -14.4% | +556.8% | +483.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling