+562.5%
LITE vs MCHP
-18.8%
+581.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.8% | -4.1% |
| 7D | +10.8% | +5.7% | +5.1% | +7.4% |
| 30D | -33.4% | -13.4% | -20.0% | -26.4% |
| 3M | -32.2% | -20.1% | -12.1% | -20.9% |
| 6M | -42.1% | -35.5% | -6.6% | -23.2% |
| YTD | +61.9% | -1.6% | +63.4% | +67.8% |
| 1Y | +163.0% | +15.5% | +147.5% | +149.0% |
| 3Y | +1,358.0% | -13.2% | +1,371.2% | +1,398.7% |
| All | +562.5% | -18.8% | +581.3% | +572.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling