+446.1%
LITE vs MDB
-43.7%
+489.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -7.2% | -11.4% | -17.0% |
| 7D | -44.6% | -20.9% | -23.7% | -41.1% |
| 30D | -55.0% | -15.6% | -39.5% | -52.8% |
| 3M | -38.3% | -19.1% | -19.2% | -35.9% |
| 6M | -48.8% | +14.2% | -63.0% | -51.8% |
| YTD | +38.3% | -27.4% | +65.7% | +42.7% |
| 1Y | +119.0% | -13.0% | +132.0% | +114.1% |
| 3Y | +1,092.0% | -11.2% | +1,103.2% | +972.6% |
| 5Y | +446.1% | -45.2% | +491.2% | +373.9% |
| All | +446.1% | -43.7% | +489.7% | +373.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling