+1,870.5%
LITE vs REGN
-1.5%
+1,872.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.1% | +13.1% | +11.5% |
| 7D | +12.6% | -1.6% | +14.3% | +12.9% |
| 30D | +9.9% | +3.4% | +6.5% | +8.5% |
| 3M | +9.3% | +32.7% | -23.4% | +0.5% |
| 6M | +75.2% | +6.9% | +68.3% | +72.1% |
| YTD | +165.5% | +5.4% | +160.1% | +162.7% |
| 1Y | +555.0% | +45.8% | +509.1% | +486.6% |
| 3Y | +1,870.5% | -1.5% | +1,872.0% | +1,881.0% |
| All | +1,870.5% | -1.5% | +1,872.0% | +1,881.0% |
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