+163.0%
LITE vs MCK
+32.3%
+130.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -3.7% |
| 7D | +10.8% | +4.0% | +6.8% | +12.2% |
| 30D | -33.4% | +12.9% | -46.4% | -30.8% |
| 3M | -32.2% | +28.9% | -61.1% | -28.1% |
| 6M | -42.1% | +49.9% | -92.0% | -41.6% |
| YTD | +61.9% | +34.8% | +27.0% | +72.1% |
| 1Y | +163.0% | +30.8% | +132.2% | +189.7% |
| All | +163.0% | +32.3% | +130.7% | +189.7% |
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