+876.8%
MSFT vs LITE
+2,385.9%
-1,509.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.5% |
| 30D | +2.7% | +6.7% | -4.0% | +0.7% |
| 3M | +17.0% | -6.8% | +23.7% | +15.7% |
| 6M | +23.8% | +29.4% | -5.6% | +11.8% |
| YTD | +4.0% | +139.1% | -135.1% | -18.3% |
| 1Y | -0.8% | +521.0% | -521.8% | -38.4% |
| 3Y | +55.6% | +1,535.3% | -1,479.7% | -28.3% |
| 5Y | +72.9% | +889.8% | -816.9% | -11.7% |
| All | +876.8% | +2,385.9% | -1,509.1% | +295.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling