+490.8%
LITE vs AXTI
+318.1%
+172.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.9% | -0.2% | +3.9% |
| 7D | -35.9% | -29.4% | -6.5% | -28.5% |
| 30D | -51.5% | -51.3% | -0.3% | -40.0% |
| 3M | -35.7% | -48.3% | +12.5% | -22.4% |
| 6M | -43.0% | -62.9% | +19.9% | -28.0% |
| YTD | +46.1% | +137.8% | -91.7% | +13.6% |
| 1Y | +124.7% | +338.3% | -213.6% | +53.7% |
| 3Y | +1,172.1% | +1,590.4% | -418.4% | +461.3% |
| All | +490.8% | +318.1% | +172.8% | +262.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AXTI.
Daily Out/Under-Performance
Portfolio return minus AXTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXTI 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 5y: compounded portfolio wealth divided by compounded AXTI 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…
5y analysis · Full analysis span regression · 6 months rolling