+1,344.4%
LITE vs LLY
+145.7%
+1,198.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | -13.9% | +1.6% | -15.5% | -14.0% |
| 30D | -46.9% | +21.5% | -68.4% | -48.0% |
| 3M | -28.0% | +16.4% | -44.4% | -29.2% |
| 6M | -35.2% | +51.5% | -86.7% | -40.6% |
| YTD | +58.9% | +33.9% | +24.9% | +48.8% |
| 1Y | +125.3% | +49.1% | +76.2% | +105.9% |
| 3Y | +1,344.4% | +144.6% | +1,199.8% | +1,405.3% |
| All | +1,344.4% | +145.7% | +1,198.7% | +1,405.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling