-43.0%
LITE vs AMGN
+41.8%
-84.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.6% | +5.7% |
| 7D | -35.9% | -1.2% | -34.7% | -36.4% |
| 30D | -51.5% | +11.5% | -63.0% | -46.1% |
| 3M | -35.7% | +14.4% | -50.1% | -26.8% |
| 6M | -43.0% | +40.9% | -83.9% | -26.1% |
| All | -43.0% | +41.8% | -84.7% | -26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling