+3,574.4%
LITE vs ALNY
+16.7%
+3,557.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.3% |
| 7D | +22.6% | 0.0% | +22.6% | +22.6% |
| 30D | -36.8% | -30.0% | -6.8% | -33.9% |
| 3M | -33.0% | -30.1% | -3.0% | -30.3% |
| 6M | -37.1% | -46.4% | +9.3% | -33.3% |
| YTD | +69.5% | -60.6% | +130.1% | +88.2% |
| 1Y | +146.1% | -65.4% | +211.5% | +179.3% |
| 3Y | +1,440.8% | -3.2% | +1,444.1% | +1,351.3% |
| 5Y | +580.4% | -8.3% | +588.8% | +524.9% |
| 10Y | +1,606.7% | +236.6% | +1,370.1% | +1,202.9% |
| All | +3,574.4% | +16.7% | +3,557.7% | +2,690.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling