+580.4%
LITE vs IBM
+145.3%
+435.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.2% |
| 7D | +22.6% | -0.3% | +22.9% | +22.7% |
| 30D | -36.8% | +6.8% | -43.5% | -37.5% |
| 3M | -33.0% | +4.4% | -37.4% | -33.8% |
| 6M | -37.1% | +13.2% | -50.2% | -42.8% |
| YTD | +69.5% | -15.1% | +84.6% | +69.9% |
| 1Y | +146.1% | -20.2% | +166.3% | +158.1% |
| 3Y | +1,440.8% | +79.3% | +1,361.5% | +897.7% |
| 5Y | +580.4% | +147.5% | +433.0% | +255.4% |
| All | +580.4% | +145.3% | +435.1% | +255.4% |
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