+1,172.1%
LITE vs MCO
+56.4%
+1,115.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +5.9% |
| 7D | -35.9% | +2.4% | -38.3% | -36.1% |
| 30D | -51.5% | +12.5% | -64.0% | -52.4% |
| 3M | -35.7% | +7.1% | -42.8% | -36.6% |
| 6M | -43.0% | +13.2% | -56.2% | -45.8% |
| YTD | +46.1% | -0.4% | +46.5% | +45.7% |
| 1Y | +124.7% | +5.8% | +118.9% | +112.8% |
| 3Y | +1,172.1% | +55.4% | +1,116.7% | +650.4% |
| All | +1,172.1% | +56.4% | +1,115.6% | +650.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling