+3,068.2%
LITE vs SONY
+388.6%
+2,679.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -55.4% |
| 3M | -35.7% | +16.9% | -52.6% | -42.0% |
| 6M | -43.0% | +30.2% | -73.2% | -52.1% |
| YTD | +46.1% | +5.5% | +40.7% | +36.5% |
| 1Y | +124.7% | -4.6% | +129.3% | +121.6% |
| 3Y | +1,172.1% | +57.2% | +1,114.8% | +860.9% |
| 5Y | +477.0% | +12.1% | +465.0% | +406.9% |
| 10Y | +1,465.7% | +361.6% | +1,104.1% | +728.8% |
| All | +3,068.2% | +388.6% | +2,679.6% | +1,651.8% |
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