+1,493.1%
LITE vs BMY
+59.8%
+1,433.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.8% | -6.3% | -5.0% |
| 7D | +10.8% | +2.1% | +8.7% | +10.1% |
| 30D | -33.4% | +7.0% | -40.4% | -35.0% |
| 3M | -32.2% | -0.9% | -31.4% | -32.7% |
| 6M | -42.1% | +14.9% | -57.0% | -45.8% |
| YTD | +61.9% | +22.8% | +39.0% | +47.9% |
| 1Y | +163.0% | +36.2% | +126.8% | +131.2% |
| 3Y | +1,358.0% | +45.7% | +1,312.3% | +1,096.6% |
| 5Y | +549.9% | +31.3% | +518.6% | +446.4% |
| All | +1,493.1% | +59.8% | +1,433.3% | +1,167.1% |
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