+5,083.9%
LITE vs MCO
+390.9%
+4,692.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +5.1% |
| 7D | -1.5% | -4.2% | +2.6% | +0.6% |
| 30D | +6.7% | +2.2% | +4.5% | +4.8% |
| 3M | -6.8% | +10.1% | -16.9% | -13.9% |
| 6M | +29.4% | +5.3% | +24.2% | +21.3% |
| YTD | +139.1% | -2.7% | +141.8% | +129.5% |
| 1Y | +521.0% | -0.4% | +521.4% | +479.2% |
| 3Y | +1,535.3% | +49.0% | +1,486.3% | +1,088.3% |
| 5Y | +889.8% | +33.6% | +856.2% | +649.9% |
| 10Y | +2,400.7% | +395.3% | +2,005.4% | +794.8% |
| All | +5,083.9% | +390.9% | +4,692.9% | +1,665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling