+446.1%
LITE vs GLW
+217.2%
+228.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -12.9% | -5.8% | -6.6% |
| 7D | -44.6% | -19.7% | -24.8% | -31.2% |
| 30D | -55.0% | -38.8% | -16.2% | -27.8% |
| 3M | -38.3% | -33.9% | -4.4% | -7.2% |
| 6M | -48.8% | -36.0% | -12.8% | -26.9% |
| YTD | +38.3% | +18.7% | +19.5% | +6.0% |
| 1Y | +119.0% | +19.8% | +99.2% | +69.9% |
| 3Y | +1,092.0% | +294.3% | +797.7% | +266.0% |
| 5Y | +446.1% | +205.7% | +240.3% | +94.3% |
| All | +446.1% | +217.2% | +228.8% | +94.3% |
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