+1,587.5%
LITE vs IBM
+145.5%
+1,442.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -13.9% | -1.5% | -12.4% | -13.2% |
| 30D | -46.9% | +8.4% | -55.3% | -48.5% |
| 3M | -28.0% | +4.2% | -32.2% | -29.7% |
| 6M | -35.2% | +7.9% | -43.1% | -41.9% |
| YTD | +58.9% | -15.2% | +74.1% | +56.3% |
| 1Y | +125.3% | -18.7% | +144.0% | +128.9% |
| 3Y | +1,344.4% | +79.2% | +1,265.2% | +786.5% |
| 5Y | +541.2% | +144.7% | +396.4% | +218.9% |
| 10Y | +1,587.5% | +141.6% | +1,445.9% | +727.2% |
| All | +1,587.5% | +145.5% | +1,442.0% | +727.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 10y: compounded portfolio wealth divided by compounded IBM 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…
10y analysis · Full analysis span regression · 6 months rolling