+1,668.5%
LITE vs MCHP
+1.1%
+1,667.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.5% | +3.1% |
| 7D | -1.5% | +1.7% | -3.2% | -2.5% |
| 30D | +6.7% | -4.1% | +10.7% | +9.3% |
| 3M | -6.8% | -22.5% | +15.8% | +9.6% |
| 6M | +29.4% | +7.3% | +22.2% | +25.7% |
| YTD | +139.1% | +18.4% | +120.7% | +118.3% |
| 1Y | +521.0% | +18.1% | +502.9% | +464.3% |
| All | +1,668.5% | +1.1% | +1,667.4% | +1,483.3% |
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 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