+2,898.2%
LITE vs MAR
+504.5%
+2,393.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.8% | -16.9% | -17.9% |
| 7D | -44.6% | +4.4% | -49.0% | -45.9% |
| 30D | -55.0% | +15.5% | -70.5% | -58.1% |
| 3M | -38.3% | +15.7% | -54.0% | -42.7% |
| 6M | -48.8% | +18.2% | -66.9% | -53.7% |
| YTD | +38.3% | +35.3% | +3.0% | +15.9% |
| 1Y | +119.0% | +48.6% | +70.4% | +74.8% |
| 3Y | +1,092.0% | +124.3% | +967.7% | +704.5% |
| 5Y | +446.1% | +159.7% | +286.4% | +240.6% |
| 10Y | +1,381.7% | +555.2% | +826.5% | +589.4% |
| All | +2,898.2% | +504.5% | +2,393.7% | +1,310.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling