+1,172.1%
LITE vs BMY
+34.7%
+1,137.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.2% | +5.7% |
| 7D | -35.9% | -0.5% | -35.4% | -35.9% |
| 30D | -51.5% | +4.1% | -55.6% | -51.5% |
| 3M | -35.7% | -2.1% | -33.6% | -35.7% |
| 6M | -43.0% | +12.2% | -55.2% | -43.7% |
| YTD | +46.1% | +20.3% | +25.8% | +43.1% |
| 1Y | +124.7% | +39.2% | +85.5% | +117.0% |
| 3Y | +1,172.1% | +35.6% | +1,136.5% | +1,159.2% |
| All | +1,172.1% | +34.7% | +1,137.4% | +1,159.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling