+124.7%
LITE vs AMGN
+48.3%
+76.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.7% |
| 7D | -35.9% | -1.2% | -34.7% | -35.9% |
| 30D | -51.5% | +11.5% | -63.0% | -50.4% |
| 3M | -35.7% | +14.4% | -50.1% | -35.4% |
| 6M | -43.0% | +40.9% | -83.9% | -47.5% |
| YTD | +46.1% | +43.5% | +2.6% | +36.9% |
| 1Y | +124.7% | +49.9% | +74.8% | +110.9% |
| All | +124.7% | +48.3% | +76.4% | +110.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling