+593.6%
LITE vs MDT
-1.1%
+594.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | +22.6% | -3.7% | +26.2% | +23.2% |
| 30D | -36.8% | +8.6% | -45.4% | -37.9% |
| 3M | -33.0% | +12.2% | -45.2% | -35.1% |
| 6M | -37.1% | +33.7% | -70.8% | -43.9% |
| YTD | +69.5% | +7.8% | +61.6% | +68.7% |
| 1Y | +146.1% | +8.9% | +137.2% | +144.3% |
| 3Y | +1,440.8% | +57.6% | +1,383.2% | +1,102.0% |
| All | +593.6% | -1.1% | +594.7% | +572.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling