+124.7%
LITE vs MDB
-13.6%
+138.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +5.3% |
| 7D | -35.9% | -11.4% | -24.6% | -34.7% |
| 30D | -51.5% | -13.8% | -37.7% | -50.3% |
| 3M | -35.7% | -15.5% | -20.3% | -34.5% |
| 6M | -43.0% | +17.9% | -60.9% | -42.3% |
| YTD | +46.1% | -25.5% | +71.6% | +53.9% |
| 1Y | +124.7% | -12.1% | +136.8% | +140.0% |
| All | +124.7% | -13.6% | +138.3% | +140.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling