-42.1%
LITE vs SNY
+13.9%
-56.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.7% |
| 7D | +10.8% | +2.8% | +7.9% | +14.4% |
| 30D | -33.4% | +21.6% | -55.1% | -12.1% |
| 3M | -32.2% | +10.5% | -42.7% | -20.4% |
| 6M | -42.1% | +14.0% | -56.1% | -28.9% |
| All | -42.1% | +13.9% | -56.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 6mo: compounded portfolio wealth divided by compounded SNY 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…
6mo analysis · Full analysis span regression · 6 months rolling