+124.7%
LITE vs GLW
+22.7%
+102.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +3.2% |
| 7D | -35.9% | -13.9% | -22.0% | -25.6% |
| 30D | -51.5% | -35.0% | -16.5% | -26.9% |
| 3M | -35.7% | -32.4% | -3.4% | -5.8% |
| 6M | -43.0% | -41.3% | -1.6% | -11.0% |
| YTD | +46.1% | +21.8% | +24.3% | -7.3% |
| 1Y | +124.7% | +21.8% | +102.9% | +43.9% |
| All | +124.7% | +22.7% | +102.0% | +43.9% |
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 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