+1,331.0%
LITE vs REGN
+16.2%
+1,314.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -13.9% | -5.9% | -8.0% | -13.2% |
| 30D | -46.9% | +22.7% | -69.6% | -48.8% |
| 3M | -28.0% | +13.5% | -41.5% | -29.6% |
| 6M | -35.2% | +28.5% | -63.7% | -38.5% |
| YTD | +58.9% | +19.1% | +39.7% | +54.5% |
| 1Y | +125.3% | +40.6% | +84.7% | +109.1% |
| All | +1,331.0% | +16.2% | +1,314.8% | +1,516.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling