+1,533.3%
LITE vs BMY
+60.5%
+1,472.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.7% | +10.7% |
| 7D | -12.9% | -1.4% | -11.5% | -12.6% |
| 30D | -46.0% | +5.1% | -51.1% | -47.0% |
| 3M | -33.0% | -3.0% | -30.0% | -33.1% |
| 6M | -34.0% | +13.1% | -47.1% | -38.0% |
| YTD | +61.7% | +20.3% | +41.4% | +48.7% |
| 1Y | +148.3% | +39.0% | +109.3% | +116.6% |
| 3Y | +1,408.5% | +42.0% | +1,366.5% | +1,149.3% |
| 5Y | +546.2% | +28.5% | +517.6% | +447.1% |
| 10Y | +1,533.3% | +57.5% | +1,475.8% | +1,236.5% |
| All | +1,533.3% | +60.5% | +1,472.8% | +1,236.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling