+1,670.7%
LITE vs IBM
+145.6%
+1,525.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.5% | +9.2% | +10.0% |
| 7D | +3.4% | -1.7% | +5.1% | +4.5% |
| 30D | -34.9% | +10.1% | -45.0% | -37.2% |
| 3M | -21.0% | +4.8% | -25.9% | -23.0% |
| 6M | -38.5% | +12.6% | -51.1% | -45.8% |
| YTD | +75.8% | -13.9% | +89.7% | +72.0% |
| 1Y | +156.7% | -18.7% | +175.4% | +161.8% |
| 3Y | +1,498.6% | +81.9% | +1,416.7% | +876.0% |
| 5Y | +610.9% | +148.3% | +462.6% | +251.9% |
| 10Y | +1,670.7% | +143.6% | +1,527.0% | +763.7% |
| All | +1,670.7% | +145.6% | +1,525.0% | +763.7% |
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