+7.6%
MSFT vs LITE
+121.0%
-113.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -1.1% |
| 7D | +1.7% | -35.9% | +37.6% | +2.3% |
| 30D | +0.2% | -51.5% | +51.7% | +0.9% |
| 3M | +6.4% | -35.7% | +42.1% | +6.9% |
| 6M | +28.7% | -43.0% | +71.7% | +28.3% |
| YTD | +10.4% | +46.1% | -35.7% | +6.0% |
| 1Y | +7.6% | +124.7% | -117.1% | +0.4% |
| All | +7.6% | +121.0% | -113.4% | +0.4% |
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