+1,568.0%
LITE vs REGN
+127.9%
+1,440.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.4% |
| 7D | +22.6% | +5.3% | +17.2% | +20.9% |
| 30D | -36.8% | +26.3% | -63.1% | -41.5% |
| 3M | -33.0% | +19.3% | -52.3% | -37.3% |
| 6M | -37.1% | +31.8% | -68.9% | -43.3% |
| YTD | +69.5% | +23.7% | +45.8% | +55.9% |
| 1Y | +146.1% | +40.2% | +105.9% | +116.2% |
| 3Y | +1,440.8% | +20.2% | +1,420.6% | +1,291.7% |
| 5Y | +580.4% | +52.1% | +528.3% | +447.3% |
| All | +1,568.0% | +127.9% | +1,440.0% | +900.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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