+49.5%
SOXX vs LITE
+132.4%
-82.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.4% |
| 7D | -5.4% | -13.9% | +8.5% | -1.2% |
| 30D | -21.4% | -46.9% | +25.5% | -6.2% |
| 3M | -16.9% | -28.0% | +11.1% | -9.9% |
| 6M | -15.4% | -35.2% | +19.8% | -7.4% |
| YTD | +46.3% | +58.9% | -12.6% | +32.8% |
| All | +49.5% | +132.4% | -82.9% | +24.0% |
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