+521.0%
LITE vs GILD
+36.9%
+484.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +3.7% | -5.2% | -1.4% |
| 30D | +6.7% | +14.6% | -7.9% | +6.6% |
| 3M | -6.8% | +17.7% | -24.4% | -7.4% |
| 6M | +29.4% | +3.1% | +26.3% | +37.0% |
| YTD | +139.1% | +24.5% | +114.6% | +146.1% |
| 1Y | +521.0% | +37.4% | +483.6% | +560.3% |
| All | +521.0% | +36.9% | +484.1% | +560.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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