+1,493.1%
LITE vs MAR
+529.3%
+963.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.3% |
| 7D | +10.8% | +1.6% | +9.2% | +9.9% |
| 30D | -33.4% | +13.8% | -47.2% | -37.7% |
| 3M | -32.2% | +20.3% | -52.5% | -38.6% |
| 6M | -42.1% | +21.3% | -63.4% | -48.7% |
| YTD | +61.9% | +37.2% | +24.7% | +33.3% |
| 1Y | +163.0% | +48.4% | +114.5% | +107.3% |
| 3Y | +1,358.0% | +120.1% | +1,237.9% | +867.0% |
| 5Y | +549.9% | +182.1% | +367.8% | +278.6% |
| All | +1,493.1% | +529.3% | +963.8% | +506.2% |
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