+1,331.0%
LITE vs AMGN
+91.6%
+1,239.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | +0.9% | -14.8% | -13.9% |
| 30D | -46.9% | +12.1% | -59.1% | -48.1% |
| 3M | -28.0% | +12.2% | -40.2% | -30.5% |
| 6M | -35.2% | +42.1% | -77.4% | -43.5% |
| YTD | +58.9% | +45.0% | +13.8% | +38.3% |
| 1Y | +125.3% | +47.7% | +77.6% | +94.5% |
| All | +1,331.0% | +91.6% | +1,239.4% | +859.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling