+542.4%
LITE vs REGN
+48.7%
+493.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -13.9% | -5.9% | -8.0% | -12.9% |
| 30D | -46.9% | +22.7% | -69.6% | -49.2% |
| 3M | -28.0% | +13.5% | -41.5% | -30.2% |
| 6M | -35.2% | +28.5% | -63.7% | -39.1% |
| YTD | +58.9% | +19.1% | +39.7% | +52.5% |
| 1Y | +125.3% | +40.6% | +84.7% | +106.7% |
| 3Y | +1,344.4% | +15.7% | +1,328.7% | +1,278.3% |
| All | +542.4% | +48.7% | +493.7% | +464.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling