+1,402.3%
LITE vs GLW
+498.6%
+903.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +3.5% |
| 7D | -35.9% | -13.9% | -22.0% | -26.5% |
| 30D | -51.5% | -35.0% | -16.5% | -28.9% |
| 3M | -35.7% | -32.4% | -3.4% | -8.1% |
| 6M | -43.0% | -41.3% | -1.6% | -11.6% |
| YTD | +46.1% | +21.8% | +24.3% | +22.0% |
| 1Y | +124.7% | +21.8% | +102.9% | +91.2% |
| 3Y | +1,172.1% | +307.7% | +864.4% | +361.1% |
| 5Y | +477.0% | +213.7% | +263.3% | +146.5% |
| All | +1,402.3% | +498.6% | +903.8% | +185.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling