+3,586.8%
LITE vs LLY
+1,823.0%
+1,763.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.5% | -8.0% |
| 7D | -31.4% | +10.1% | -41.5% | -32.7% |
| 30D | -42.6% | +24.0% | -66.6% | -45.1% |
| 3M | -26.2% | +27.3% | -53.5% | -30.4% |
| 6M | -35.8% | +47.0% | -82.8% | -42.1% |
| YTD | +70.0% | +32.6% | +37.5% | +56.4% |
| 1Y | +232.7% | +57.3% | +175.4% | +193.8% |
| 3Y | +1,365.7% | +154.9% | +1,210.8% | +1,028.1% |
| 5Y | +609.5% | +447.5% | +161.9% | +339.8% |
| 10Y | +1,721.9% | +2,187.5% | -465.6% | +699.9% |
| All | +3,586.8% | +1,823.0% | +1,763.8% | +1,565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling