+5,083.9%
LITE vs MDT
+62.6%
+5,021.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.8% | +3.5% |
| 7D | -1.5% | +3.2% | -4.8% | -3.0% |
| 30D | +6.7% | +9.5% | -2.9% | +1.8% |
| 3M | -6.8% | +16.0% | -22.7% | -15.0% |
| 6M | +29.4% | +0.2% | +29.2% | +27.2% |
| YTD | +139.1% | -0.3% | +139.4% | +135.3% |
| 1Y | +521.0% | +4.7% | +516.3% | +493.1% |
| 3Y | +1,535.3% | +26.5% | +1,508.7% | +1,274.6% |
| 5Y | +889.8% | -18.2% | +908.0% | +952.9% |
| 10Y | +2,400.7% | +40.0% | +2,360.7% | +1,890.3% |
| All | +5,083.9% | +62.6% | +5,021.2% | +4,175.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling