+5,083.9%
LITE vs SONY
+344.4%
+4,739.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.5% |
| 3M | -6.8% | +10.5% | -17.2% | -13.2% |
| 6M | +29.4% | +11.7% | +17.8% | +20.2% |
| YTD | +139.1% | -4.1% | +143.2% | +138.7% |
| 1Y | +521.0% | -11.8% | +532.8% | +547.4% |
| 3Y | +1,535.3% | +45.9% | +1,489.4% | +1,207.8% |
| 5Y | +889.8% | +16.3% | +873.5% | +772.0% |
| 10Y | +2,400.7% | +297.6% | +2,103.1% | +1,327.0% |
| All | +5,083.9% | +344.4% | +4,739.4% | +2,964.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling