+5,717.5%
LITE vs GILD
+79.4%
+5,638.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | +13.6% | -2.6% | +16.2% | +14.1% |
| 30D | +21.6% | +9.5% | +12.1% | +18.8% |
| 3M | +20.3% | +16.8% | +3.5% | +15.1% |
| 6M | +54.4% | +0.6% | +53.8% | +53.1% |
| YTD | +168.3% | +20.1% | +148.2% | +155.5% |
| 1Y | +551.8% | +29.1% | +522.7% | +509.5% |
| 3Y | +1,891.5% | +111.5% | +1,780.0% | +1,517.4% |
| 5Y | +1,014.7% | +147.6% | +867.1% | +758.3% |
| 10Y | +2,614.7% | +165.9% | +2,448.8% | +1,896.8% |
| All | +5,717.5% | +79.4% | +5,638.1% | +4,353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling