+551.8%
LITE vs AZN
-2.1%
+553.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +0.6% |
| 7D | +13.6% | -2.9% | +16.5% | +12.9% |
| 30D | +21.6% | -3.1% | +24.6% | +21.0% |
| 3M | +20.3% | -14.4% | +34.8% | +19.2% |
| 6M | +54.4% | -19.5% | +73.9% | +57.7% |
| YTD | +168.3% | -13.8% | +182.1% | +168.4% |
| 1Y | +551.8% | -2.4% | +554.2% | +542.2% |
| All | +551.8% | -2.1% | +553.9% | +542.2% |
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