+2,259.5%
LITE vs MDY
+173.0%
+2,086.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.8% |
| 7D | -1.5% | +0.1% | -1.7% | -1.7% |
| 30D | +6.7% | -1.5% | +8.1% | +9.2% |
| 3M | -6.8% | +0.8% | -7.5% | -6.4% |
| 6M | +29.4% | +7.4% | +22.0% | +21.4% |
| YTD | +139.1% | +15.2% | +123.9% | +106.1% |
| 1Y | +521.0% | +16.5% | +504.5% | +436.1% |
| 3Y | +1,535.3% | +46.8% | +1,488.5% | +1,056.3% |
| 5Y | +889.8% | +46.0% | +843.8% | +602.6% |
| All | +2,259.5% | +173.0% | +2,086.5% | +720.7% |
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