+1,472.3%
LITE vs MDB
+1,017.4%
+454.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.1% | +5.0% |
| 7D | -1.5% | -17.4% | +15.9% | +2.8% |
| 30D | +6.7% | -2.0% | +8.7% | +6.0% |
| 3M | -6.8% | -3.0% | -3.7% | -7.6% |
| 6M | +29.4% | +48.7% | -19.2% | +13.0% |
| YTD | +139.1% | -12.1% | +151.2% | +135.2% |
| 1Y | +521.0% | +14.5% | +506.5% | +465.0% |
| 3Y | +1,535.3% | -6.1% | +1,541.4% | +1,354.4% |
| 5Y | +889.8% | -27.3% | +917.2% | +736.4% |
| All | +1,472.3% | +1,017.4% | +454.9% | +447.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling