+990.3%
LITE vs MCK
+342.6%
+647.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.4% |
| 7D | +10.4% | -4.4% | +14.8% | +10.2% |
| 30D | +14.0% | -2.2% | +16.2% | +14.0% |
| 3M | +9.7% | +11.6% | -1.9% | +9.3% |
| 6M | +39.2% | -4.9% | +44.2% | +41.3% |
| YTD | +153.9% | +7.7% | +146.2% | +155.2% |
| 1Y | +467.5% | +25.2% | +442.3% | +468.7% |
| 3Y | +1,784.2% | +112.1% | +1,672.1% | +1,625.3% |
| 5Y | +990.3% | +345.8% | +644.5% | +637.7% |
| All | +990.3% | +342.6% | +647.7% | +637.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling