+2,331.0%
LITE vs MA
+528.1%
+1,803.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.7% |
| 7D | -1.5% | -2.7% | +1.2% | +0.1% |
| 30D | +6.7% | +1.5% | +5.1% | +5.0% |
| 3M | -6.8% | +20.4% | -27.2% | -19.0% |
| 6M | +29.4% | +11.1% | +18.3% | +16.9% |
| YTD | +139.1% | +2.0% | +137.1% | +127.1% |
| 1Y | +521.0% | -2.2% | +523.1% | +501.7% |
| 3Y | +1,535.3% | +41.9% | +1,493.4% | +1,115.3% |
| 5Y | +889.8% | +75.4% | +814.5% | +513.4% |
| All | +2,331.0% | +528.1% | +1,803.0% | +323.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 10y: compounded portfolio wealth divided by compounded MA 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…
10y analysis · Full analysis span regression · 6 months rolling