+1,402.3%
LITE vs MA
+561.7%
+840.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.0% |
| 7D | -35.9% | +2.3% | -38.2% | -37.1% |
| 30D | -51.5% | +14.7% | -66.2% | -55.8% |
| 3M | -35.7% | +13.5% | -49.2% | -41.6% |
| 6M | -43.0% | +33.1% | -76.1% | -54.2% |
| YTD | +46.1% | +15.1% | +31.1% | +27.5% |
| 1Y | +124.7% | +18.7% | +106.0% | +91.1% |
| 3Y | +1,172.1% | +72.1% | +1,100.0% | +724.5% |
| 5Y | +477.0% | +92.8% | +384.2% | +236.5% |
| All | +1,402.3% | +561.7% | +840.6% | +154.5% |
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