+5,083.9%
LITE vs ALNY
+98.2%
+4,985.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.9% |
| 7D | -1.5% | +12.2% | -13.8% | -3.2% |
| 30D | +6.7% | +16.3% | -9.7% | +4.1% |
| 3M | -6.8% | -12.4% | +5.6% | -6.8% |
| 6M | +29.4% | -18.7% | +48.1% | +30.3% |
| YTD | +139.1% | -33.1% | +172.2% | +148.4% |
| 1Y | +521.0% | -41.3% | +562.3% | +559.6% |
| 3Y | +1,535.3% | +32.3% | +1,503.0% | +1,387.6% |
| 5Y | +889.8% | +34.8% | +855.1% | +765.9% |
| 10Y | +2,400.7% | +284.7% | +2,116.0% | +1,699.2% |
| All | +5,083.9% | +98.2% | +4,985.6% | +3,583.7% |
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