-53.4%
ORCL vs LITE
+133.3%
-186.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -18.7% | +11.7% | -3.8% |
| 7D | -17.5% | -44.6% | +27.1% | -9.4% |
| 30D | -20.2% | -55.0% | +34.9% | -10.0% |
| 3M | -19.9% | -38.3% | +18.4% | -13.5% |
| 6M | -37.4% | -48.8% | +11.3% | -32.2% |
| YTD | -40.1% | +38.3% | -78.4% | -40.4% |
| 1Y | -53.4% | +119.0% | -172.4% | -58.2% |
| All | -53.4% | +133.3% | -186.6% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling