+1,358.0%
LITE vs MCHP
-13.2%
+1,371.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.1% |
| 7D | +10.8% | +5.7% | +5.1% | +7.2% |
| 30D | -33.4% | -13.4% | -20.0% | -26.0% |
| 3M | -32.2% | -20.1% | -12.1% | -20.4% |
| 6M | -42.1% | -35.5% | -6.6% | -22.6% |
| YTD | +61.9% | -1.6% | +63.4% | +68.9% |
| 1Y | +163.0% | +15.5% | +147.5% | +150.7% |
| 3Y | +1,358.0% | -13.2% | +1,371.2% | +1,238.9% |
| All | +1,358.0% | -13.2% | +1,371.2% | +1,238.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling