+205.6%
LITE vs MDLN
-0.9%
+206.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.2% | +16.2% | +10.8% |
| 7D | +12.6% | -1.2% | +13.8% | +12.4% |
| 30D | +9.9% | -1.5% | +11.5% | +9.8% |
| 3M | +9.3% | +2.6% | +6.7% | +7.1% |
| 6M | +75.2% | -20.9% | +96.1% | +85.6% |
| YTD | +165.5% | -17.4% | +182.9% | +177.9% |
| All | +205.6% | -0.9% | +206.4% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling