+1,587.5%
LITE vs AZN
+347.7%
+1,239.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.4% |
| 7D | -13.9% | +1.6% | -15.5% | -14.2% |
| 30D | -46.9% | +17.3% | -64.2% | -49.4% |
| 3M | -28.0% | +15.3% | -43.4% | -31.4% |
| 6M | -35.2% | +2.1% | -37.3% | -37.0% |
| YTD | +58.9% | +2.6% | +56.2% | +54.4% |
| 1Y | +125.3% | +7.9% | +117.5% | +114.9% |
| 3Y | +1,344.4% | +55.8% | +1,288.6% | +1,074.7% |
| 5Y | +541.2% | +63.0% | +478.2% | +397.7% |
| 10Y | +1,587.5% | +343.2% | +1,244.3% | +757.6% |
| All | +1,587.5% | +347.7% | +1,239.8% | +757.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling