+1,493.1%
LITE vs MCO
+453.0%
+1,040.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.8% | -4.7% |
| 7D | +10.8% | +0.5% | +10.3% | +10.6% |
| 30D | -33.4% | +9.8% | -43.3% | -37.2% |
| 3M | -32.2% | +4.3% | -36.5% | -34.9% |
| 6M | -42.1% | +16.5% | -58.6% | -49.2% |
| YTD | +61.9% | +0.1% | +61.7% | +50.8% |
| 1Y | +163.0% | +4.4% | +158.5% | +137.5% |
| 3Y | +1,358.0% | +51.6% | +1,306.4% | +916.7% |
| 5Y | +549.9% | +36.7% | +513.2% | +373.8% |
| All | +1,493.1% | +453.0% | +1,040.1% | +352.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling