+1,618.0%
LITE vs MDY
+172.1%
+1,446.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.2% | +7.5% | +6.6% |
| 7D | -12.9% | +0.7% | -13.6% | -12.7% |
| 30D | -46.0% | +1.3% | -47.3% | -46.1% |
| 3M | -33.0% | -4.1% | -29.0% | -28.1% |
| 6M | -34.0% | +1.0% | -35.0% | -33.1% |
| YTD | +61.7% | +13.3% | +48.4% | +44.4% |
| 1Y | +148.3% | +15.7% | +132.5% | +118.5% |
| 3Y | +1,408.5% | +59.6% | +1,348.9% | +889.4% |
| 5Y | +546.2% | +36.3% | +509.9% | +403.2% |
| All | +1,618.0% | +172.1% | +1,446.0% | +370.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling