+1,493.1%
LITE vs MA
+567.5%
+925.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -5.3% |
| 7D | +10.8% | +1.3% | +9.5% | +9.9% |
| 30D | -33.4% | +9.6% | -43.0% | -37.5% |
| 3M | -32.2% | +16.8% | -49.0% | -39.3% |
| 6M | -42.1% | +35.2% | -77.3% | -53.8% |
| YTD | +61.9% | +16.6% | +45.3% | +40.1% |
| 1Y | +163.0% | +19.8% | +143.2% | +122.5% |
| 3Y | +1,358.0% | +70.7% | +1,287.3% | +850.7% |
| 5Y | +549.9% | +87.4% | +462.5% | +287.9% |
| All | +1,493.1% | +567.5% | +925.6% | +140.5% |
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