+129.4%
LITE vs GLW
+33.1%
+96.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.3% | +1.4% | +2.1% |
| 7D | -12.9% | -5.9% | -7.0% | -6.9% |
| 30D | -46.0% | -26.0% | -20.0% | -27.6% |
| 3M | -33.0% | -29.9% | -3.1% | -5.4% |
| 6M | -34.0% | -37.8% | +3.7% | -2.5% |
| YTD | +61.7% | +33.1% | +28.6% | -5.6% |
| All | +129.4% | +33.1% | +96.3% | +36.9% |
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