+1,402.3%
LITE vs BMY
+71.5%
+1,330.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +6.1% |
| 7D | -35.9% | -0.5% | -35.4% | -35.9% |
| 30D | -51.5% | +4.1% | -55.6% | -52.3% |
| 3M | -35.7% | -2.1% | -33.6% | -36.0% |
| 6M | -43.0% | +12.2% | -55.2% | -46.2% |
| YTD | +46.1% | +20.3% | +25.8% | +34.4% |
| 1Y | +124.7% | +39.2% | +85.5% | +96.1% |
| 3Y | +1,172.1% | +35.6% | +1,136.5% | +978.9% |
| 5Y | +477.0% | +28.6% | +448.5% | +389.2% |
| All | +1,402.3% | +71.5% | +1,330.8% | +1,112.4% |
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