+1,303.9%
MSFT vs LITE
+3,269.6%
-1,965.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -7.9% | +14.5% | +7.8% |
| 7D | +4.7% | -31.4% | +36.1% | +10.3% |
| 30D | +5.8% | -42.6% | +48.4% | +14.1% |
| 3M | +13.0% | -26.2% | +39.2% | +15.7% |
| 6M | +34.9% | -35.8% | +70.7% | +38.1% |
| YTD | +15.7% | +70.0% | -54.4% | -4.0% |
| 1Y | +9.0% | +232.7% | -223.8% | -22.3% |
| 3Y | +61.2% | +1,365.7% | -1,304.5% | -21.7% |
| 5Y | +72.1% | +609.5% | -537.3% | -4.0% |
| 10Y | +966.1% | +1,721.9% | -755.8% | +405.1% |
| All | +1,303.9% | +3,269.6% | -1,965.7% | +553.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling