+232.7%
LITE vs GLW
+40.1%
+192.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.8% | -2.0% | -2.5% |
| 7D | -31.4% | -9.5% | -21.9% | -24.7% |
| 30D | -42.6% | -25.5% | -17.1% | -24.3% |
| 3M | -26.2% | -25.6% | -0.6% | -1.9% |
| 6M | -35.8% | -25.5% | -10.3% | -22.3% |
| YTD | +70.0% | +36.4% | +33.7% | -7.4% |
| 1Y | +232.7% | +40.6% | +192.1% | +70.2% |
| All | +232.7% | +40.1% | +192.6% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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