+1,402.3%
LITE vs IBM
+152.4%
+1,250.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.0% |
| 7D | -35.9% | -5.0% | -31.0% | -34.3% |
| 30D | -51.5% | +11.1% | -62.6% | -53.5% |
| 3M | -35.7% | +5.7% | -41.4% | -37.6% |
| 6M | -43.0% | +10.1% | -53.1% | -49.5% |
| YTD | +46.1% | -15.6% | +61.7% | +44.1% |
| 1Y | +124.7% | -19.5% | +144.3% | +129.5% |
| 3Y | +1,172.1% | +80.4% | +1,091.7% | +679.9% |
| 5Y | +477.0% | +140.0% | +337.0% | +192.0% |
| All | +1,402.3% | +152.4% | +1,250.0% | +665.7% |
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