+232.7%
LITE vs BMY
+45.9%
+186.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.0% | -11.9% | -7.1% |
| 7D | -31.4% | +6.0% | -37.4% | -30.7% |
| 30D | -42.6% | +9.1% | -51.7% | -41.7% |
| 3M | -26.2% | -2.6% | -23.6% | -25.3% |
| 6M | -35.8% | +13.1% | -48.9% | -36.2% |
| YTD | +70.0% | +23.0% | +47.0% | +58.6% |
| 1Y | +232.7% | +45.6% | +187.2% | +182.8% |
| All | +232.7% | +45.9% | +186.9% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BMY.
Daily Out/Under-Performance
Portfolio return minus BMY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMY 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 BMY 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