+1,499.9%
LITE vs MAR
+539.9%
+960.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.4% | -3.0% |
| 7D | -13.9% | +2.9% | -16.8% | -15.0% |
| 30D | -46.9% | +17.0% | -64.0% | -51.1% |
| 3M | -28.0% | +23.2% | -51.2% | -35.4% |
| 6M | -35.2% | +21.7% | -57.0% | -42.7% |
| YTD | +58.9% | +38.9% | +20.0% | +30.0% |
| 1Y | +125.3% | +48.7% | +76.6% | +77.6% |
| 3Y | +1,344.4% | +122.9% | +1,221.5% | +852.2% |
| 5Y | +541.2% | +177.5% | +363.7% | +275.8% |
| All | +1,499.9% | +539.9% | +960.0% | +497.4% |
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