+1,938.3%
LITE vs MCK
+114.8%
+1,823.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +13.6% | -3.6% | +17.2% | +13.0% |
| 30D | +21.6% | +1.4% | +20.1% | +22.0% |
| 3M | +20.3% | +13.8% | +6.5% | +22.3% |
| 6M | +54.4% | -5.2% | +59.5% | +58.2% |
| YTD | +168.3% | +9.0% | +159.3% | +175.7% |
| 1Y | +551.8% | +26.9% | +524.9% | +587.1% |
| All | +1,938.3% | +114.8% | +1,823.5% | +2,200.6% |
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