-38.3%
LITE vs BMY
-2.6%
-35.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.7% | -17.0% | -20.5% |
| 7D | -44.6% | +2.8% | -47.4% | -42.2% |
| 30D | -55.0% | +5.9% | -61.0% | -51.0% |
| 3M | -38.3% | -0.8% | -37.5% | -39.5% |
| All | -38.3% | -2.6% | -35.7% | -39.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling