+490.8%
LITE vs SONY
+10.8%
+480.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.6% | +6.6% |
| 7D | -35.9% | +6.7% | -42.7% | -38.5% |
| 30D | -51.5% | +14.8% | -66.3% | -55.5% |
| 3M | -35.7% | +16.9% | -52.6% | -42.3% |
| 6M | -43.0% | +30.2% | -73.2% | -52.9% |
| YTD | +46.1% | +5.5% | +40.7% | +36.9% |
| 1Y | +124.7% | -4.6% | +129.3% | +125.1% |
| 3Y | +1,172.1% | +57.2% | +1,114.8% | +815.6% |
| All | +490.8% | +10.8% | +480.0% | +413.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling