+2,898.2%
LITE vs AXP
+390.2%
+2,508.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.3% | -16.4% | -17.5% |
| 7D | -44.6% | +0.4% | -45.0% | -44.8% |
| 30D | -55.0% | +7.0% | -62.1% | -56.7% |
| 3M | -38.3% | -6.6% | -31.7% | -36.6% |
| 6M | -48.8% | +3.5% | -52.2% | -50.3% |
| YTD | +38.3% | -11.2% | +49.5% | +43.3% |
| 1Y | +119.0% | -10.2% | +129.2% | +125.9% |
| 3Y | +1,092.0% | +120.0% | +972.0% | +710.2% |
| 5Y | +446.1% | +95.6% | +350.5% | +283.2% |
| 10Y | +1,381.7% | +468.1% | +913.6% | +565.5% |
| All | +2,898.2% | +390.2% | +2,508.1% | +1,248.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling