+1,172.1%
LITE vs SONY
+57.9%
+1,114.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +6.3% |
| 7D | -35.9% | +6.7% | -42.7% | -37.9% |
| 30D | -51.5% | +14.8% | -66.3% | -54.8% |
| 3M | -35.7% | +16.9% | -52.6% | -41.3% |
| 6M | -43.0% | +30.2% | -73.2% | -51.8% |
| YTD | +46.1% | +5.5% | +40.7% | +40.1% |
| 1Y | +124.7% | -4.6% | +129.3% | +131.1% |
| 3Y | +1,172.1% | +57.2% | +1,114.8% | +840.4% |
| All | +1,172.1% | +57.9% | +1,114.2% | +840.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling