+490.8%
LITE vs GLW
+212.0%
+278.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +3.2% |
| 7D | -35.9% | -13.9% | -22.0% | -25.5% |
| 30D | -51.5% | -35.0% | -16.5% | -26.3% |
| 3M | -35.7% | -32.4% | -3.4% | -5.3% |
| 6M | -43.0% | -41.3% | -1.6% | -9.7% |
| YTD | +46.1% | +21.8% | +24.3% | +9.4% |
| 1Y | +124.7% | +21.8% | +102.9% | +71.6% |
| 3Y | +1,172.1% | +307.7% | +864.4% | +279.5% |
| All | +490.8% | +212.0% | +278.8% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling