+1,533.3%
LITE vs MAR
+540.7%
+992.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.2% | +10.5% | +10.6% |
| 7D | -12.9% | +0.2% | -13.1% | -12.9% |
| 30D | -46.0% | +14.0% | -60.0% | -49.5% |
| 3M | -33.0% | +18.1% | -51.1% | -38.6% |
| 6M | -34.0% | +18.6% | -52.6% | -40.9% |
| YTD | +61.7% | +35.3% | +26.5% | +34.1% |
| 1Y | +148.3% | +44.5% | +103.8% | +98.5% |
| 3Y | +1,408.5% | +120.7% | +1,287.8% | +899.8% |
| 5Y | +546.2% | +164.1% | +382.1% | +287.4% |
| 10Y | +1,533.3% | +515.5% | +1,017.8% | +506.1% |
| All | +1,533.3% | +540.7% | +992.6% | +506.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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