+490.8%
LITE vs MCHP
-25.5%
+516.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -10.0% | +15.7% | +11.9% |
| 7D | -35.9% | -24.6% | -11.4% | -23.5% |
| 30D | -51.5% | -25.2% | -26.3% | -41.4% |
| 3M | -35.7% | -21.1% | -14.7% | -24.9% |
| 6M | -43.0% | -42.7% | -0.3% | -19.3% |
| YTD | +46.1% | -6.9% | +53.0% | +56.3% |
| 1Y | +124.7% | +0.9% | +123.8% | +129.2% |
| 3Y | +1,172.1% | -16.2% | +1,188.3% | +1,234.6% |
| All | +490.8% | -25.5% | +516.4% | +515.0% |
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