+2,331.0%
LITE vs LLY
+1,642.9%
+688.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.2% |
| 7D | -1.5% | -2.1% | +0.6% | -1.1% |
| 30D | +6.7% | -1.6% | +8.3% | +6.5% |
| 3M | -6.8% | +2.3% | -9.0% | -8.5% |
| 6M | +29.4% | +14.9% | +14.6% | +22.9% |
| YTD | +139.1% | +7.5% | +131.6% | +129.7% |
| 1Y | +521.0% | +55.7% | +465.3% | +442.0% |
| 3Y | +1,535.3% | +110.6% | +1,424.7% | +1,191.7% |
| 5Y | +889.8% | +363.4% | +526.4% | +512.3% |
| All | +2,331.0% | +1,642.9% | +688.2% | +1,008.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LLY.
Daily Out/Under-Performance
Portfolio return minus LLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LLY 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 LLY 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