+129.4%
LITE vs SONY
-3.1%
+132.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.8% |
| 7D | -12.9% | +6.1% | -19.0% | -11.2% |
| 30D | -46.0% | +12.2% | -58.2% | -44.7% |
| 3M | -33.0% | +15.3% | -48.4% | -31.9% |
| 6M | -34.0% | +34.3% | -68.3% | -36.7% |
| YTD | +61.7% | +5.7% | +56.0% | +74.2% |
| All | +129.4% | -3.1% | +132.5% | +172.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling