+3,574.4%
LITE vs REGN
+72.0%
+3,502.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.4% |
| 7D | +22.6% | +5.3% | +17.2% | +21.1% |
| 30D | -36.8% | +26.3% | -63.1% | -40.8% |
| 3M | -33.0% | +19.3% | -52.3% | -36.7% |
| 6M | -37.1% | +31.8% | -68.9% | -42.4% |
| YTD | +69.5% | +23.7% | +45.8% | +57.8% |
| 1Y | +146.1% | +40.2% | +105.9% | +120.5% |
| 3Y | +1,440.8% | +20.2% | +1,420.6% | +1,313.5% |
| 5Y | +580.4% | +52.1% | +528.3% | +471.0% |
| 10Y | +1,606.7% | +128.7% | +1,478.0% | +1,107.7% |
| All | +3,574.4% | +72.0% | +3,502.4% | +2,338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling