+2,898.2%
LITE vs MA
+624.7%
+2,273.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.5% | -16.2% | -17.3% |
| 7D | -44.6% | +3.2% | -47.8% | -45.8% |
| 30D | -55.0% | +15.9% | -71.0% | -59.0% |
| 3M | -38.3% | +15.2% | -53.5% | -44.1% |
| 6M | -48.8% | +32.4% | -81.1% | -58.2% |
| YTD | +38.3% | +15.6% | +22.6% | +21.2% |
| 1Y | +119.0% | +19.3% | +99.7% | +87.4% |
| 3Y | +1,092.0% | +73.0% | +1,019.0% | +691.4% |
| 5Y | +446.1% | +93.7% | +352.3% | +229.4% |
| 10Y | +1,381.7% | +575.0% | +806.7% | +320.8% |
| All | +2,898.2% | +624.7% | +2,273.5% | +738.8% |
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