+446.1%
LITE vs IBM
+146.4%
+299.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.8% | -15.8% | -18.0% |
| 7D | -44.6% | -4.3% | -40.2% | -43.8% |
| 30D | -55.0% | +11.7% | -66.7% | -56.1% |
| 3M | -38.3% | +5.5% | -43.8% | -39.3% |
| 6M | -48.8% | +9.5% | -58.2% | -52.9% |
| YTD | +38.3% | -14.9% | +53.2% | +38.5% |
| 1Y | +119.0% | -17.4% | +136.3% | +124.8% |
| 3Y | +1,092.0% | +83.3% | +1,008.7% | +666.5% |
| 5Y | +446.1% | +142.1% | +304.0% | +199.9% |
| All | +446.1% | +146.4% | +299.7% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling