+1,916.8%
LITE vs MCO
+44.5%
+1,872.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +11.6% |
| 7D | +12.6% | -2.7% | +15.3% | +13.1% |
| 30D | +9.9% | +0.9% | +9.0% | +9.2% |
| 3M | +9.3% | +8.7% | +0.6% | +4.4% |
| 6M | +75.2% | +2.4% | +72.8% | +70.9% |
| YTD | +165.5% | -5.2% | +170.6% | +165.7% |
| 1Y | +555.0% | -4.4% | +559.4% | +542.5% |
| All | +1,916.8% | +44.5% | +1,872.3% | +1,265.8% |
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 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