+1,533.3%
LITE vs SONY
+376.6%
+1,156.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | -12.9% | +6.1% | -19.0% | -16.5% |
| 30D | -46.0% | +12.2% | -58.2% | -50.2% |
| 3M | -33.0% | +15.3% | -48.4% | -39.9% |
| 6M | -34.0% | +34.3% | -68.3% | -47.0% |
| YTD | +61.7% | +5.7% | +56.0% | +49.4% |
| 1Y | +148.3% | -2.3% | +150.6% | +141.1% |
| 3Y | +1,408.5% | +67.1% | +1,341.4% | +939.1% |
| 5Y | +546.2% | +13.0% | +533.2% | +454.8% |
| 10Y | +1,533.3% | +372.1% | +1,161.2% | +554.3% |
| All | +1,533.3% | +376.6% | +1,156.7% | +554.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling