+2,382.0%
LITE vs REGN
+105.3%
+2,276.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | +5.2% | -5.6% | +10.8% | +7.1% |
| 30D | -0.6% | -2.0% | +1.4% | -0.3% |
| 3M | +4.2% | +28.0% | -23.7% | -4.8% |
| 6M | +38.0% | +1.2% | +36.8% | +35.6% |
| YTD | +151.5% | +1.6% | +149.9% | +147.6% |
| 1Y | +462.2% | +38.2% | +424.0% | +395.4% |
| 3Y | +1,810.6% | -5.4% | +1,816.0% | +1,775.8% |
| 5Y | +980.2% | +21.3% | +958.9% | +838.1% |
| All | +2,382.0% | +105.3% | +2,276.7% | +1,561.1% |
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