+129.4%
LITE vs DELL
+133.7%
-4.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.4% | +5.3% | +8.2% |
| 7D | -12.9% | -11.8% | -1.1% | -7.1% |
| 30D | -46.0% | -40.8% | -5.1% | -32.0% |
| 3M | -33.0% | -23.6% | -9.5% | -23.4% |
| 6M | -34.0% | +33.4% | -67.4% | -35.4% |
| YTD | +61.7% | +178.0% | -116.3% | +20.2% |
| All | +129.4% | +133.7% | -4.3% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DELL.
Daily Out/Under-Performance
Portfolio return minus DELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DELL 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 DELL 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