+1,358.0%
LITE vs MDT
+57.0%
+1,301.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.9% | -6.3% | -4.0% |
| 7D | +10.8% | +1.0% | +9.7% | +11.1% |
| 30D | -33.4% | +9.2% | -42.6% | -31.7% |
| 3M | -32.2% | +14.5% | -46.7% | -29.9% |
| 6M | -42.1% | +37.3% | -79.4% | -41.6% |
| YTD | +61.9% | +9.8% | +52.0% | +77.9% |
| 1Y | +163.0% | +10.5% | +152.5% | +189.4% |
| 3Y | +1,358.0% | +57.4% | +1,300.6% | +1,326.1% |
| All | +1,358.0% | +57.0% | +1,301.0% | +1,326.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling