+1,370.5%
LITE vs MDB
-10.7%
+1,381.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.0% | +9.4% |
| 7D | -12.9% | -0.9% | -12.0% | -12.3% |
| 30D | -46.0% | -15.2% | -30.8% | -43.1% |
| 3M | -33.0% | -17.9% | -15.1% | -30.5% |
| 6M | -34.0% | +9.3% | -43.4% | -37.3% |
| YTD | +61.7% | -22.0% | +83.7% | +65.7% |
| 1Y | +148.3% | -9.3% | +157.6% | +140.3% |
| All | +1,370.5% | -10.7% | +1,381.3% | +1,157.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling