+2,405.2%
LITE vs INCY
+56.5%
+2,348.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.2% | -3.2% | -4.7% |
| 7D | +10.4% | -3.7% | +14.1% | +11.7% |
| 30D | +14.0% | +1.8% | +12.2% | +13.2% |
| 3M | +9.7% | +17.0% | -7.3% | +2.8% |
| 6M | +39.2% | +28.4% | +10.9% | +25.9% |
| YTD | +153.9% | +24.8% | +129.0% | +131.9% |
| 1Y | +467.5% | +42.9% | +424.6% | +395.5% |
| 3Y | +1,784.2% | +92.7% | +1,691.5% | +1,352.9% |
| 5Y | +990.3% | +73.3% | +917.0% | +756.1% |
| All | +2,405.2% | +56.5% | +2,348.7% | +1,831.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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