+1,009.8%
LITE vs MCO
+31.5%
+978.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.5% | +13.5% | +12.0% |
| 7D | +12.6% | -2.7% | +15.3% | +13.5% |
| 30D | +9.9% | +0.9% | +9.0% | +8.9% |
| 3M | +9.3% | +8.7% | +0.6% | +3.1% |
| 6M | +75.2% | +2.4% | +72.8% | +68.8% |
| YTD | +165.5% | -5.2% | +170.6% | +161.5% |
| 1Y | +555.0% | -4.4% | +559.4% | +534.1% |
| 3Y | +1,870.5% | +45.1% | +1,825.3% | +1,387.6% |
| 5Y | +1,009.8% | +31.5% | +978.3% | +719.9% |
| All | +1,009.8% | +31.5% | +978.4% | +719.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling