+901.5%
LITE vs BMY
+25.3%
+876.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BMY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.2% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +6.7% | +5.0% | +1.6% | +5.8% |
| 3M | -6.8% | +19.4% | -26.1% | -9.4% |
| 6M | +29.4% | +9.5% | +19.9% | +27.8% |
| YTD | +139.1% | +28.1% | +111.0% | +129.5% |
| 1Y | +521.0% | +50.0% | +471.0% | +482.2% |
| 3Y | +1,535.3% | +24.1% | +1,511.2% | +1,473.4% |
| All | +901.5% | +25.3% | +876.2% | +889.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling