+1,162.2%
MSFT vs LITE
+4,637.9%
-3,475.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.5% |
| 30D | +2.7% | +6.7% | -4.0% | +0.9% |
| 3M | +17.0% | -6.8% | +23.7% | +15.7% |
| 6M | +23.8% | +29.4% | -5.6% | +12.6% |
| YTD | +4.0% | +139.1% | -135.1% | -16.9% |
| 1Y | -0.8% | +521.0% | -521.8% | -36.2% |
| 3Y | +55.6% | +1,535.3% | -1,479.7% | -23.6% |
| 5Y | +72.9% | +889.8% | -816.9% | -7.1% |
| 10Y | +875.8% | +2,400.7% | -1,524.9% | +345.9% |
| All | +1,162.2% | +4,637.9% | -3,475.7% | +465.5% |
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 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