+2,331.0%
LITE vs IBM
+133.1%
+2,198.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | +6.7% | +0.3% | +6.4% | +6.2% |
| 3M | -6.8% | -21.6% | +14.9% | -0.4% |
| 6M | +29.4% | -4.7% | +34.1% | +22.4% |
| YTD | +139.1% | -19.1% | +158.2% | +140.6% |
| 1Y | +521.0% | -2.5% | +523.5% | +458.3% |
| 3Y | +1,535.3% | +74.2% | +1,461.1% | +916.4% |
| 5Y | +889.8% | +113.1% | +776.7% | +433.0% |
| All | +2,331.0% | +133.1% | +2,198.0% | +1,111.5% |
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