+146.1%
LITE vs IBM
-21.4%
+167.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.8% |
| 7D | +22.6% | -0.3% | +22.9% | +22.5% |
| 30D | -36.8% | +6.8% | -43.5% | -36.1% |
| 3M | -33.0% | +4.4% | -37.4% | -32.4% |
| 6M | -37.1% | +13.2% | -50.2% | -33.8% |
| YTD | +69.5% | -15.1% | +84.6% | +65.5% |
| 1Y | +146.1% | -20.2% | +166.3% | +178.2% |
| All | +146.1% | -21.4% | +167.5% | +178.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling