+1,493.1%
LITE vs REGN
+129.0%
+1,364.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.6% |
| 7D | +10.8% | +5.7% | +5.1% | +9.2% |
| 30D | -33.4% | +22.8% | -56.2% | -37.7% |
| 3M | -32.2% | +18.7% | -50.9% | -36.4% |
| 6M | -42.1% | +33.1% | -75.2% | -48.0% |
| YTD | +61.9% | +24.3% | +37.6% | +48.7% |
| 1Y | +163.0% | +38.2% | +124.8% | +132.4% |
| 3Y | +1,358.0% | +21.1% | +1,337.0% | +1,213.8% |
| 5Y | +549.9% | +52.8% | +497.1% | +422.0% |
| All | +1,493.1% | +129.0% | +1,364.1% | +854.7% |
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