+459.1%
LITE vs MAR
+155.5%
+303.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.8% | -16.9% | -17.7% |
| 7D | -44.6% | +4.4% | -49.0% | -46.1% |
| 30D | -55.0% | +15.5% | -70.5% | -58.8% |
| 3M | -38.3% | +15.7% | -54.0% | -43.7% |
| 6M | -48.8% | +18.2% | -66.9% | -55.1% |
| YTD | +38.3% | +35.3% | +3.0% | +8.8% |
| 1Y | +119.0% | +48.6% | +70.4% | +60.5% |
| 3Y | +1,092.0% | +124.3% | +967.7% | +592.7% |
| All | +459.1% | +155.5% | +303.6% | +199.7% |
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