+1,321.8%
LITE vs LLY
+2,079.7%
-757.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.8% | -14.9% | -17.9% |
| 7D | -44.6% | -0.7% | -43.9% | -44.4% |
| 30D | -55.0% | +17.9% | -72.9% | -56.5% |
| 3M | -38.3% | +16.8% | -55.1% | -40.6% |
| 6M | -48.8% | +38.4% | -87.2% | -53.2% |
| YTD | +38.3% | +27.6% | +10.7% | +28.2% |
| 1Y | +119.0% | +48.3% | +70.7% | +95.4% |
| 3Y | +1,092.0% | +145.4% | +946.6% | +818.7% |
| 5Y | +446.1% | +438.9% | +7.2% | +232.8% |
| All | +1,321.8% | +2,079.7% | -757.9% | +535.5% |
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