+29.8%
ORCL vs LITE
+468.9%
-439.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -18.7% | +11.7% | -2.4% |
| 7D | -17.5% | -44.6% | +27.1% | -5.4% |
| 30D | -20.2% | -55.0% | +34.9% | -4.2% |
| 3M | -19.9% | -38.3% | +18.4% | -11.6% |
| 6M | -37.4% | -48.8% | +11.3% | -29.6% |
| YTD | -40.1% | +38.3% | -78.4% | -50.2% |
| 1Y | -53.4% | +119.0% | -172.4% | -66.8% |
| 3Y | +10.4% | +1,092.0% | -1,081.6% | -53.9% |
| 5Y | +29.8% | +446.1% | -416.3% | -34.3% |
| All | +29.8% | +468.9% | -439.1% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling