+5,083.9%
LITE vs AZN
+238.6%
+4,845.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | +6.7% | +0.7% | +5.9% | +6.2% |
| 3M | -6.8% | -10.5% | +3.8% | -5.2% |
| 6M | +29.4% | -19.3% | +48.7% | +36.9% |
| YTD | +139.1% | -10.6% | +149.7% | +143.0% |
| 1Y | +521.0% | +0.5% | +520.5% | +503.4% |
| 3Y | +1,535.3% | +25.9% | +1,509.4% | +1,340.2% |
| 5Y | +889.8% | +52.4% | +837.4% | +687.0% |
| 10Y | +2,400.7% | +220.8% | +2,179.9% | +1,340.2% |
| All | +5,083.9% | +238.6% | +4,845.3% | +2,811.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling