+1,568.0%
LITE vs BMY
+57.0%
+1,511.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.3% |
| 7D | +22.6% | -1.3% | +23.8% | +23.0% |
| 30D | -36.8% | +10.0% | -46.7% | -38.9% |
| 3M | -33.0% | -1.2% | -31.9% | -33.5% |
| 6M | -37.1% | +12.8% | -49.9% | -40.7% |
| YTD | +69.5% | +20.7% | +48.8% | +55.7% |
| 1Y | +146.1% | +32.6% | +113.5% | +118.3% |
| 3Y | +1,440.8% | +41.8% | +1,399.0% | +1,176.7% |
| 5Y | +580.4% | +29.0% | +551.5% | +475.1% |
| All | +1,568.0% | +57.0% | +1,511.0% | +1,233.7% |
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