+156.7%
LITE vs BMY
+38.4%
+118.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.7% |
| 7D | +3.4% | -2.0% | +5.4% | +3.0% |
| 30D | -34.9% | +9.3% | -44.2% | -33.8% |
| 3M | -21.0% | -0.1% | -20.9% | -20.7% |
| 6M | -38.5% | +15.5% | -53.9% | -39.4% |
| YTD | +75.8% | +21.8% | +54.0% | +67.3% |
| 1Y | +156.7% | +34.9% | +121.8% | +138.5% |
| All | +156.7% | +38.4% | +118.3% | +138.5% |
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 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