+1,009.8%
LITE vs REGN
+22.5%
+987.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.7% |
| 3M | +9.3% | +32.7% | -23.4% | +1.5% |
| 6M | +75.2% | +6.9% | +68.3% | +71.8% |
| YTD | +165.5% | +5.4% | +160.1% | +161.9% |
| 1Y | +555.0% | +45.8% | +509.1% | +494.9% |
| 3Y | +1,870.5% | -1.5% | +1,872.0% | +1,847.0% |
| 5Y | +1,009.8% | +22.2% | +987.6% | +880.3% |
| All | +1,009.8% | +22.5% | +987.3% | +880.3% |
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 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