+1,358.0%
LITE vs SONY
+63.5%
+1,294.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.5% | -6.0% | -5.0% |
| 7D | +10.8% | +0.3% | +10.5% | +10.6% |
| 30D | -33.4% | +11.1% | -44.6% | -36.8% |
| 3M | -32.2% | +14.7% | -46.9% | -37.2% |
| 6M | -42.1% | +18.8% | -60.9% | -47.9% |
| YTD | +61.9% | +5.7% | +56.1% | +55.4% |
| 1Y | +163.0% | -8.1% | +171.0% | +177.8% |
| 3Y | +1,358.0% | +64.0% | +1,294.0% | +978.5% |
| All | +1,358.0% | +63.5% | +1,294.5% | +978.5% |
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