+5,083.9%
LITE vs GLW
+989.8%
+4,094.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.7% | -1.7% | -0.5% |
| 7D | -1.5% | +3.8% | -5.3% | -4.4% |
| 30D | +6.7% | -1.3% | +8.0% | +9.0% |
| 3M | -6.8% | -21.8% | +15.1% | +10.6% |
| 6M | +29.4% | +6.9% | +22.5% | +19.6% |
| YTD | +139.1% | +77.2% | +61.9% | +49.3% |
| 1Y | +521.0% | +123.2% | +397.8% | +236.3% |
| 3Y | +1,535.3% | +400.0% | +1,135.3% | +427.9% |
| 5Y | +889.8% | +342.8% | +547.0% | +239.3% |
| 10Y | +2,400.7% | +771.4% | +1,629.3% | +501.7% |
| All | +5,083.9% | +989.8% | +4,094.0% | +913.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling