+275.2%
ORCL vs LITE
+1,668.0%
-1,392.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.9% | +5.9% | -0.3% |
| 7D | -14.4% | -31.4% | +17.0% | -7.5% |
| 30D | -12.8% | -42.6% | +29.7% | -2.5% |
| 3M | -14.8% | -26.2% | +11.4% | -10.3% |
| 6M | -30.9% | -35.8% | +4.9% | -26.6% |
| YTD | -35.7% | +70.0% | -105.7% | -46.7% |
| 1Y | -49.5% | +232.7% | -282.2% | -64.8% |
| 3Y | +18.6% | +1,365.7% | -1,347.1% | -41.7% |
| 5Y | +38.4% | +609.5% | -571.0% | -24.0% |
| 10Y | +275.2% | +1,721.9% | -1,446.7% | +68.3% |
| All | +275.2% | +1,668.0% | -1,392.8% | +68.3% |
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