+3,068.2%
LITE vs MAR
+503.3%
+2,564.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | -35.9% | +4.3% | -40.2% | -37.4% |
| 30D | -51.5% | +16.8% | -68.3% | -55.1% |
| 3M | -35.7% | +16.0% | -51.8% | -40.4% |
| 6M | -43.0% | +16.5% | -59.4% | -48.1% |
| YTD | +46.1% | +35.0% | +11.1% | +22.5% |
| 1Y | +124.7% | +49.4% | +75.3% | +79.0% |
| 3Y | +1,172.1% | +124.1% | +1,048.0% | +758.9% |
| 5Y | +477.0% | +159.2% | +317.8% | +260.2% |
| 10Y | +1,465.7% | +553.9% | +911.7% | +629.0% |
| All | +3,068.2% | +503.3% | +2,564.8% | +1,392.0% |
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