+5,083.9%
LITE vs REGN
+49.7%
+5,034.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.9% | +4.5% |
| 7D | -1.5% | +4.2% | -5.8% | -2.7% |
| 30D | +6.7% | +7.8% | -1.2% | +4.1% |
| 3M | -6.8% | +31.8% | -38.6% | -14.5% |
| 6M | +29.4% | +5.4% | +24.1% | +26.4% |
| YTD | +139.1% | +7.7% | +131.4% | +132.5% |
| 1Y | +521.0% | +46.7% | +474.3% | +449.3% |
| 3Y | +1,535.3% | +0.5% | +1,534.8% | +1,484.6% |
| 5Y | +889.8% | +22.9% | +866.9% | +783.1% |
| 10Y | +2,400.7% | +115.0% | +2,285.7% | +1,733.8% |
| All | +5,083.9% | +49.7% | +5,034.2% | +3,491.8% |
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