+30.8%
MSFT vs LITE
-47.8%
+78.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -18.7% | +15.1% | -3.1% |
| 7D | +1.1% | -44.6% | +45.7% | +2.3% |
| 30D | +1.3% | -55.0% | +56.3% | +2.3% |
| 3M | +10.2% | -38.3% | +48.5% | +11.3% |
| 6M | +30.8% | -48.8% | +79.6% | +27.1% |
| All | +30.8% | -47.8% | +78.6% | +27.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling