+1,402.3%
LITE vs MAR
+544.2%
+858.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -35.9% | +4.3% | -40.2% | -37.5% |
| 30D | -51.5% | +16.8% | -68.3% | -55.3% |
| 3M | -35.7% | +16.0% | -51.8% | -40.6% |
| 6M | -43.0% | +16.5% | -59.4% | -48.4% |
| YTD | +46.1% | +35.0% | +11.1% | +21.2% |
| 1Y | +124.7% | +49.4% | +75.3% | +76.4% |
| 3Y | +1,172.1% | +124.1% | +1,048.0% | +736.8% |
| 5Y | +477.0% | +159.2% | +317.8% | +248.7% |
| All | +1,402.3% | +544.2% | +858.1% | +421.9% |
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