+1,568.0%
LITE vs LLY
+2,025.7%
-457.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.5% |
| 7D | +22.6% | +4.6% | +18.0% | +21.5% |
| 30D | -36.8% | +22.4% | -59.1% | -39.3% |
| 3M | -33.0% | +17.1% | -50.1% | -35.4% |
| 6M | -37.1% | +44.6% | -81.7% | -43.1% |
| YTD | +69.5% | +33.5% | +36.0% | +55.6% |
| 1Y | +146.1% | +41.1% | +105.0% | +122.7% |
| 3Y | +1,440.8% | +143.8% | +1,297.1% | +1,089.1% |
| 5Y | +580.4% | +473.4% | +107.1% | +306.5% |
| All | +1,568.0% | +2,025.7% | -457.7% | +611.5% |
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