+2,898.2%
LITE vs MDT
+82.5%
+2,815.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.1% | -18.6% | -18.6% |
| 7D | -44.6% | +8.0% | -52.5% | -46.5% |
| 30D | -55.0% | +20.4% | -75.4% | -58.8% |
| 3M | -38.3% | +22.9% | -61.2% | -44.7% |
| 6M | -48.8% | +37.1% | -85.9% | -57.7% |
| YTD | +38.3% | +11.9% | +26.3% | +27.9% |
| 1Y | +119.0% | +19.8% | +99.2% | +95.3% |
| 3Y | +1,092.0% | +59.4% | +1,032.6% | +781.3% |
| 5Y | +446.1% | 0.0% | +446.0% | +420.6% |
| 10Y | +1,381.7% | +66.2% | +1,315.4% | +994.3% |
| All | +2,898.2% | +82.5% | +2,815.7% | +2,222.9% |
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