+580.4%
LITE vs DELL
+626.0%
-45.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +22.6% | +17.1% | +5.4% | +14.1% |
| 30D | -36.8% | -35.1% | -1.7% | -22.1% |
| 3M | -33.0% | -23.3% | -9.7% | -23.8% |
| 6M | -37.1% | +55.8% | -92.9% | -48.9% |
| YTD | +69.5% | +198.0% | -128.5% | -1.1% |
| 1Y | +146.1% | +166.6% | -20.5% | +51.6% |
| 3Y | +1,440.8% | +427.6% | +1,013.2% | +575.7% |
| 5Y | +580.4% | +630.6% | -50.2% | +149.4% |
| All | +580.4% | +626.0% | -45.5% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling