+2,331.0%
LITE vs GLW
+771.4%
+1,559.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | -0.7% |
| 7D | -1.5% | +3.8% | -5.3% | -4.6% |
| 30D | +6.7% | -1.3% | +8.0% | +9.1% |
| 3M | -6.8% | -21.8% | +15.1% | +11.1% |
| 6M | +29.4% | +6.9% | +22.5% | +18.0% |
| YTD | +139.1% | +77.2% | +61.9% | +43.0% |
| 1Y | +521.0% | +123.2% | +397.8% | +218.4% |
| 3Y | +1,535.3% | +400.0% | +1,135.3% | +377.8% |
| 5Y | +889.8% | +342.8% | +547.0% | +208.0% |
| All | +2,331.0% | +771.4% | +1,559.7% | +267.9% |
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