+8.6%
MSFT vs LITE
+132.2%
-123.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +10.7% | -7.9% | +2.6% |
| 7D | +7.5% | -12.9% | +20.4% | +7.6% |
| 30D | +1.9% | -46.0% | +47.9% | +2.4% |
| 3M | +9.2% | -33.0% | +42.3% | +9.7% |
| 6M | +31.9% | -34.0% | +65.9% | +31.1% |
| YTD | +13.4% | +61.7% | -48.3% | +9.2% |
| All | +8.6% | +132.2% | -123.6% | +2.4% |
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