+1,402.3%
LITE vs LLY
+2,062.5%
-660.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.8% |
| 7D | -35.9% | -4.5% | -31.5% | -35.2% |
| 30D | -51.5% | +13.9% | -65.4% | -52.8% |
| 3M | -35.7% | +13.8% | -49.5% | -37.8% |
| 6M | -43.0% | +37.6% | -80.6% | -47.9% |
| YTD | +46.1% | +26.6% | +19.5% | +35.6% |
| 1Y | +124.7% | +45.3% | +79.4% | +101.4% |
| 3Y | +1,172.1% | +132.2% | +1,039.8% | +894.2% |
| 5Y | +477.0% | +434.7% | +42.4% | +252.1% |
| All | +1,402.3% | +2,062.5% | -660.2% | +572.5% |
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