+5,083.9%
LITE vs INTU
+241.0%
+4,842.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +5.2% |
| 7D | -1.5% | -7.1% | +5.5% | +1.1% |
| 30D | +6.7% | +1.5% | +5.2% | +4.6% |
| 3M | -6.8% | +10.7% | -17.4% | -13.4% |
| 6M | +29.4% | -23.8% | +53.3% | +33.1% |
| YTD | +139.1% | -49.3% | +188.4% | +198.5% |
| 1Y | +521.0% | -49.7% | +570.7% | +675.7% |
| 3Y | +1,535.3% | -38.0% | +1,573.3% | +1,706.1% |
| 5Y | +889.8% | -38.7% | +928.6% | +933.5% |
| 10Y | +2,400.7% | +221.3% | +2,179.4% | +1,078.5% |
| All | +5,083.9% | +241.0% | +4,842.8% | +2,263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 all: compounded portfolio wealth divided by compounded INTU 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…
all analysis · Full analysis span regression · 6 months rolling