+3,586.8%
LITE vs MA
+643.2%
+2,943.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.9% | -11.8% | -10.0% |
| 7D | -31.4% | +10.2% | -41.6% | -35.6% |
| 30D | -42.6% | +19.3% | -61.9% | -48.7% |
| 3M | -26.2% | +18.0% | -44.2% | -34.2% |
| 6M | -35.8% | +33.7% | -69.5% | -48.0% |
| YTD | +70.0% | +18.6% | +51.5% | +46.5% |
| 1Y | +232.7% | +22.5% | +210.3% | +179.8% |
| 3Y | +1,365.7% | +77.4% | +1,288.3% | +856.6% |
| 5Y | +609.5% | +106.6% | +502.9% | +310.1% |
| 10Y | +1,721.9% | +592.2% | +1,129.7% | +408.7% |
| All | +3,586.8% | +643.2% | +2,943.5% | +913.9% |
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 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