+1,568.0%
LITE vs MA
+558.8%
+1,009.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -2.9% |
| 7D | +22.6% | -0.5% | +23.1% | +23.0% |
| 30D | -36.8% | +7.9% | -44.7% | -40.1% |
| 3M | -33.0% | +16.8% | -49.8% | -40.0% |
| 6M | -37.1% | +31.0% | -68.0% | -48.8% |
| YTD | +69.5% | +15.0% | +54.4% | +47.9% |
| 1Y | +146.1% | +17.0% | +129.1% | +111.6% |
| 3Y | +1,440.8% | +68.5% | +1,372.4% | +913.0% |
| 5Y | +580.4% | +85.0% | +495.5% | +309.5% |
| All | +1,568.0% | +558.8% | +1,009.1% | +153.9% |
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