+247.2%
ORCL vs LITE
+1,590.0%
-1,342.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.1% |
| 7D | -6.5% | -13.9% | +7.4% | -3.9% |
| 30D | -16.6% | -46.9% | +30.4% | -5.4% |
| 3M | -21.6% | -28.0% | +6.4% | -17.1% |
| 6M | -39.4% | -35.2% | -4.1% | -35.8% |
| YTD | -38.7% | +58.9% | -97.5% | -48.6% |
| 1Y | -50.4% | +125.3% | -175.7% | -62.1% |
| 3Y | +8.1% | +1,344.4% | -1,336.3% | -46.8% |
| 5Y | +34.5% | +541.2% | -506.6% | -24.9% |
| All | +247.2% | +1,590.0% | -1,342.8% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling