+1,402.3%
LITE vs MCHP
+130.6%
+1,271.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -10.0% | +15.7% | +12.0% |
| 7D | -35.9% | -24.6% | -11.4% | -23.1% |
| 30D | -51.5% | -25.2% | -26.3% | -41.1% |
| 3M | -35.7% | -21.1% | -14.7% | -24.7% |
| 6M | -43.0% | -42.7% | -0.3% | -18.0% |
| YTD | +46.1% | -6.9% | +53.0% | +55.0% |
| 1Y | +124.7% | +0.9% | +123.8% | +126.1% |
| 3Y | +1,172.1% | -16.2% | +1,188.3% | +1,227.2% |
| 5Y | +477.0% | -24.1% | +501.1% | +508.0% |
| All | +1,402.3% | +130.6% | +1,271.7% | +470.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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