+2,614.7%
LITE vs MCO
+377.3%
+2,237.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | +13.6% | -3.1% | +16.7% | +15.3% |
| 30D | +21.6% | -0.5% | +22.1% | +20.9% |
| 3M | +20.3% | +5.7% | +14.7% | +13.2% |
| 6M | +54.4% | +3.0% | +51.3% | +45.7% |
| YTD | +168.3% | -6.5% | +174.8% | +162.1% |
| 1Y | +551.8% | -5.8% | +557.6% | +524.9% |
| 3Y | +1,891.5% | +43.1% | +1,848.4% | +1,342.3% |
| 5Y | +1,014.7% | +29.5% | +985.2% | +739.3% |
| 10Y | +2,614.7% | +388.8% | +2,225.9% | +668.8% |
| All | +2,614.7% | +377.3% | +2,237.5% | +668.8% |
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