-51.7%
ORCL vs LITE
+121.0%
-172.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.9% | -0.1% |
| 7D | -11.2% | -35.9% | +24.8% | -4.7% |
| 30D | -18.8% | -51.5% | +32.7% | -9.5% |
| 3M | -18.8% | -35.7% | +17.0% | -12.9% |
| 6M | -39.7% | -43.0% | +3.2% | -35.5% |
| YTD | -39.6% | +46.1% | -85.8% | -40.5% |
| 1Y | -51.7% | +124.7% | -176.5% | -56.9% |
| All | -51.7% | +121.0% | -172.7% | -56.9% |
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