+52.5%
SOXX vs LITE
+233.7%
-181.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.9% | +4.7% | -0.9% |
| 7D | -13.7% | -31.4% | +17.7% | -4.3% |
| 30D | -23.6% | -42.6% | +19.0% | -11.4% |
| 3M | -16.9% | -26.2% | +9.3% | -10.9% |
| 6M | -2.4% | -35.8% | +33.4% | +6.0% |
| YTD | +49.8% | +70.0% | -20.2% | +33.5% |
| 1Y | +52.5% | +232.7% | -180.2% | +16.6% |
| All | +52.5% | +233.7% | -181.2% | +16.6% |
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