+1,380.3%
LITE vs AXP
+125.4%
+1,254.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.2% | -10.0% | -9.4% |
| 7D | -31.4% | +4.6% | -36.0% | -34.0% |
| 30D | -42.6% | +9.7% | -52.3% | -46.8% |
| 3M | -26.2% | -3.8% | -22.4% | -25.0% |
| 6M | -35.8% | +4.8% | -40.6% | -39.7% |
| YTD | +70.0% | -9.1% | +79.1% | +76.7% |
| 1Y | +232.7% | -6.7% | +239.4% | +237.8% |
| All | +1,380.3% | +125.4% | +1,254.8% | +496.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling