+1,103.8%
LITE vs IBM
+83.3%
+1,020.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.8% | -18.1% |
| 7D | -44.6% | -4.3% | -40.2% | -44.0% |
| 30D | -55.0% | +11.7% | -66.7% | -55.7% |
| 3M | -38.3% | +5.5% | -43.8% | -39.0% |
| 6M | -48.8% | +9.5% | -58.2% | -52.2% |
| YTD | +38.3% | -14.9% | +53.2% | +39.7% |
| 1Y | +119.0% | -17.4% | +136.3% | +127.4% |
| All | +1,103.8% | +83.3% | +1,020.5% | +557.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling