+232.7%
LITE vs AZN
+18.4%
+214.3%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.8% | -10.6% | -6.4% |
| 7D | -31.4% | +11.5% | -42.9% | -27.3% |
| 30D | -42.6% | +20.8% | -63.3% | -36.8% |
| 3M | -26.2% | +21.5% | -47.7% | -18.5% |
| 6M | -35.8% | +3.0% | -38.8% | -30.5% |
| YTD | +70.0% | +3.9% | +66.2% | +85.9% |
| 1Y | +232.7% | +16.4% | +216.3% | +260.1% |
| All | +232.7% | +18.4% | +214.3% | +260.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN 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 1y: compounded portfolio wealth divided by compounded AZN 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…
1y analysis · Full analysis span regression · 6 months rolling