+208.8%
LITE vs MDLN
-2.7%
+211.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.0% |
| 7D | +13.6% | -6.2% | +19.8% | +13.3% |
| 30D | +21.6% | +0.7% | +20.9% | +21.3% |
| 3M | +20.3% | -5.4% | +25.8% | +18.9% |
| 6M | +54.4% | -21.6% | +75.9% | +63.1% |
| YTD | +168.3% | -18.9% | +187.2% | +180.7% |
| All | +208.8% | -2.7% | +211.5% | +222.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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