+5,083.9%
LITE vs MCK
+320.0%
+4,763.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.3% |
| 7D | -1.5% | +1.7% | -3.3% | -1.9% |
| 30D | +6.7% | +3.6% | +3.0% | +5.7% |
| 3M | -6.8% | +20.1% | -26.8% | -11.7% |
| 6M | +29.4% | -7.0% | +36.5% | +30.8% |
| YTD | +139.1% | +11.0% | +128.1% | +130.6% |
| 1Y | +521.0% | +31.8% | +489.2% | +472.8% |
| 3Y | +1,535.3% | +123.1% | +1,412.1% | +1,162.8% |
| 5Y | +889.8% | +351.7% | +538.2% | +498.7% |
| 10Y | +2,400.7% | +435.4% | +1,965.3% | +1,224.2% |
| All | +5,083.9% | +320.0% | +4,763.8% | +2,994.9% |
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