+86.2%
LITE vs MDLN
+16.3%
+69.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +11.0% |
| 7D | -12.9% | +21.1% | -33.9% | -10.5% |
| 30D | -46.0% | +12.3% | -58.2% | -44.3% |
| 3M | -33.0% | +15.6% | -48.6% | -31.1% |
| 6M | -34.0% | +3.0% | -37.0% | -30.2% |
| YTD | +61.7% | -3.1% | +64.8% | +74.4% |
| All | +86.2% | +16.3% | +69.8% | +100.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling