+9.0%
MSFT vs LITE
+233.7%
-224.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.9% | +14.5% | +6.7% |
| 7D | +4.7% | -31.4% | +36.1% | +5.0% |
| 30D | +5.8% | -42.6% | +48.4% | +6.1% |
| 3M | +13.0% | -26.2% | +39.2% | +13.3% |
| 6M | +34.9% | -35.8% | +70.7% | +34.2% |
| YTD | +15.7% | +70.0% | -54.4% | +12.4% |
| 1Y | +9.0% | +232.7% | -223.8% | +4.4% |
| All | +9.0% | +233.7% | -224.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 1y: compounded portfolio wealth divided by compounded LITE 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…
1y analysis · Full analysis span regression · 6 months rolling