+125.3%
LITE vs MDT
+14.1%
+111.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -2.8% |
| 7D | -13.9% | +2.7% | -16.6% | -11.4% |
| 30D | -46.9% | +14.8% | -61.7% | -39.8% |
| 3M | -28.0% | +14.6% | -42.6% | -18.1% |
| 6M | -35.2% | +35.7% | -70.9% | -24.3% |
| YTD | +58.9% | +8.5% | +50.4% | +130.6% |
| 1Y | +125.3% | +13.3% | +112.0% | +214.7% |
| All | +125.3% | +14.1% | +111.2% | +214.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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