+129.4%
LITE vs LLY
+51.2%
+78.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.3% | +6.4% | +11.2% |
| 7D | -12.9% | +0.1% | -13.0% | -13.1% |
| 30D | -46.0% | +19.7% | -65.7% | -44.1% |
| 3M | -33.0% | +19.3% | -52.3% | -30.6% |
| 6M | -34.0% | +49.3% | -83.4% | -36.9% |
| YTD | +61.7% | +32.0% | +29.7% | +56.2% |
| All | +129.4% | +51.2% | +78.2% | +125.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling