+521.0%
LITE vs MCK
+32.0%
+489.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +3.7% |
| 7D | -1.5% | +1.7% | -3.3% | -1.1% |
| 30D | +6.7% | +3.6% | +3.0% | +7.5% |
| 3M | -6.8% | +20.1% | -26.8% | -6.8% |
| 6M | +29.4% | -7.0% | +36.5% | +40.5% |
| YTD | +139.1% | +11.0% | +128.1% | +149.7% |
| 1Y | +521.0% | +31.8% | +489.2% | +631.1% |
| All | +521.0% | +32.0% | +489.0% | +631.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 1y: compounded portfolio wealth divided by compounded MCK 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…
1y analysis · Full analysis span regression · 6 months rolling