+3,409.5%
LITE vs MCK
+410.2%
+2,999.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.4% | -6.9% | -4.9% |
| 7D | +10.8% | +4.0% | +6.8% | +9.9% |
| 30D | -33.4% | +12.9% | -46.4% | -35.2% |
| 3M | -32.2% | +28.9% | -61.1% | -36.0% |
| 6M | -42.1% | +49.9% | -92.0% | -47.9% |
| YTD | +61.9% | +34.8% | +27.0% | +49.5% |
| 1Y | +163.0% | +30.8% | +132.2% | +145.0% |
| 3Y | +1,358.0% | +137.4% | +1,220.6% | +1,025.0% |
| 5Y | +549.9% | +403.3% | +146.6% | +287.5% |
| 10Y | +1,530.1% | +731.9% | +798.2% | +694.0% |
| All | +3,409.5% | +410.2% | +2,999.4% | +1,906.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling