+5,083.9%
LITE vs MA
+539.0%
+4,544.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.6% |
| 7D | -1.5% | -2.7% | +1.2% | 0.0% |
| 30D | +6.7% | +1.5% | +5.1% | +5.1% |
| 3M | -6.8% | +20.4% | -27.2% | -18.4% |
| 6M | +29.4% | +11.1% | +18.3% | +17.5% |
| YTD | +139.1% | +2.0% | +137.1% | +127.8% |
| 1Y | +521.0% | -2.2% | +523.1% | +502.8% |
| 3Y | +1,535.3% | +41.9% | +1,493.4% | +1,138.5% |
| 5Y | +889.8% | +75.4% | +814.5% | +534.6% |
| 10Y | +2,400.7% | +527.5% | +1,873.2% | +662.3% |
| All | +5,083.9% | +539.0% | +4,544.9% | +1,476.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling