+68.2%
LITE vs MDLN
+13.3%
+54.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.6% |
| 7D | -35.9% | +23.4% | -59.3% | -34.1% |
| 30D | -51.5% | +11.8% | -63.3% | -50.1% |
| 3M | -35.7% | +14.9% | -50.6% | -34.0% |
| 6M | -43.0% | -5.6% | -37.3% | -38.6% |
| YTD | +46.1% | -5.6% | +51.7% | +57.2% |
| All | +68.2% | +13.3% | +54.9% | +80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling