+73.5%
MSFT vs LITE
+893.2%
-819.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.6% |
| 30D | +2.7% | +6.7% | -4.0% | +1.3% |
| 3M | +17.0% | -6.8% | +23.7% | +15.9% |
| 6M | +23.8% | +29.4% | -5.6% | +14.6% |
| YTD | +4.0% | +139.1% | -135.1% | -14.1% |
| 1Y | -0.8% | +521.0% | -521.8% | -33.5% |
| 3Y | +55.6% | +1,535.3% | -1,479.7% | -21.7% |
| All | +73.5% | +893.2% | -819.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling