+860.9%
LITE vs MDB
+848.0%
+12.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +5.0% |
| 7D | -35.9% | -11.4% | -24.6% | -33.5% |
| 30D | -51.5% | -13.8% | -37.7% | -49.2% |
| 3M | -35.7% | -15.5% | -20.3% | -33.8% |
| 6M | -43.0% | +17.9% | -60.9% | -47.0% |
| YTD | +46.1% | -25.5% | +71.6% | +49.6% |
| 1Y | +124.7% | -12.1% | +136.8% | +118.4% |
| 3Y | +1,172.1% | -5.9% | +1,177.9% | +1,032.1% |
| 5Y | +477.0% | -43.7% | +520.7% | +422.8% |
| All | +860.9% | +848.0% | +12.9% | +248.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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