+1,402.3%
LITE vs AXP
+449.9%
+952.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.3% |
| 7D | -35.9% | +0.6% | -36.5% | -36.3% |
| 30D | -51.5% | +5.8% | -57.4% | -53.2% |
| 3M | -35.7% | -6.0% | -29.7% | -34.1% |
| 6M | -43.0% | +0.3% | -43.3% | -43.9% |
| YTD | +46.1% | -12.3% | +58.4% | +52.6% |
| 1Y | +124.7% | -11.2% | +136.0% | +133.5% |
| 3Y | +1,172.1% | +117.0% | +1,055.0% | +750.8% |
| 5Y | +477.0% | +93.2% | +383.9% | +298.5% |
| All | +1,402.3% | +449.9% | +952.4% | +541.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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