+901.5%
LITE vs MAR
+165.1%
+736.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | -4.2% | +2.6% | +0.9% |
| 30D | +6.7% | -6.7% | +13.3% | +11.0% |
| 3M | -6.8% | -12.5% | +5.7% | -0.9% |
| 6M | +29.4% | +0.6% | +28.9% | +24.9% |
| YTD | +139.1% | +9.1% | +130.0% | +115.0% |
| 1Y | +521.0% | +26.2% | +494.8% | +401.5% |
| 3Y | +1,535.3% | +68.2% | +1,467.1% | +1,033.8% |
| All | +901.5% | +165.1% | +736.5% | +455.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling