+1,493.1%
LITE vs MCK
+753.3%
+739.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -5.0% |
| 7D | +10.8% | +4.0% | +6.8% | +9.9% |
| 30D | -33.4% | +12.9% | -46.4% | -35.3% |
| 3M | -32.2% | +28.9% | -61.1% | -36.2% |
| 6M | -42.1% | +49.9% | -92.0% | -48.4% |
| YTD | +61.9% | +34.8% | +27.0% | +48.5% |
| 1Y | +163.0% | +30.8% | +132.2% | +143.6% |
| 3Y | +1,358.0% | +137.4% | +1,220.6% | +987.6% |
| 5Y | +549.9% | +403.3% | +146.6% | +255.5% |
| All | +1,493.1% | +753.3% | +739.8% | +585.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling