+1,426.5%
LITE vs MCK
+132.6%
+1,293.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.4% | -3.7% |
| 7D | +22.6% | +0.5% | +22.1% | +22.7% |
| 30D | -36.8% | +12.0% | -48.7% | -35.0% |
| 3M | -33.0% | +22.7% | -55.7% | -30.0% |
| 6M | -37.1% | +46.9% | -84.0% | -33.6% |
| YTD | +69.5% | +31.7% | +37.8% | +81.3% |
| 1Y | +146.1% | +28.6% | +117.5% | +162.4% |
| All | +1,426.5% | +132.6% | +1,293.9% | +1,727.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling