+1,563.7%
LITE vs SONY
+46.9%
+1,516.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.8% |
| 7D | -1.5% | -1.2% | -0.4% | -1.1% |
| 30D | +6.7% | +9.4% | -2.8% | +1.3% |
| 3M | -6.8% | +10.5% | -17.2% | -13.3% |
| 6M | +29.4% | +11.7% | +17.8% | +19.7% |
| YTD | +139.1% | -4.1% | +143.2% | +142.0% |
| 1Y | +521.0% | -11.8% | +532.8% | +564.0% |
| All | +1,563.7% | +46.9% | +1,516.7% | +1,140.9% |
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