+2,502.5%
LITE vs AMGN
+211.5%
+2,291.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -10.1% | +21.1% | +15.1% |
| 7D | +12.6% | -10.3% | +22.9% | +16.8% |
| 30D | +9.9% | -3.8% | +13.7% | +10.1% |
| 3M | +9.3% | +14.4% | -5.1% | +0.2% |
| 6M | +75.2% | +7.8% | +67.4% | +64.6% |
| YTD | +165.5% | +22.6% | +142.9% | +135.4% |
| 1Y | +555.0% | +44.2% | +510.8% | +439.7% |
| 3Y | +1,870.5% | +65.8% | +1,804.7% | +1,376.1% |
| 5Y | +1,009.8% | +108.0% | +901.9% | +617.5% |
| 10Y | +2,502.5% | +209.9% | +2,292.6% | +1,324.7% |
| All | +2,502.5% | +211.5% | +2,291.0% | +1,324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN 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 AMGN 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