+232.7%
LITE vs MDY
+17.5%
+215.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +0.6% | -8.5% | -9.5% |
| 7D | -31.4% | +1.7% | -33.1% | -34.8% |
| 30D | -42.6% | +1.2% | -43.8% | -44.3% |
| 3M | -26.2% | -3.5% | -22.7% | -18.0% |
| 6M | -35.8% | +3.5% | -39.3% | -39.8% |
| YTD | +70.0% | +13.6% | +56.4% | +20.4% |
| 1Y | +232.7% | +17.1% | +215.7% | +119.4% |
| All | +232.7% | +17.5% | +215.2% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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