+1,402.3%
LITE vs MDY
+171.7%
+1,230.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.0% | +4.8% |
| 7D | -35.9% | -1.7% | -34.3% | -34.1% |
| 30D | -51.5% | -0.9% | -50.6% | -50.4% |
| 3M | -35.7% | -5.7% | -30.0% | -29.5% |
| 6M | -43.0% | -2.9% | -40.0% | -39.2% |
| YTD | +46.1% | +9.8% | +36.3% | +35.5% |
| 1Y | +124.7% | +13.5% | +111.2% | +102.5% |
| 3Y | +1,172.1% | +51.9% | +1,120.1% | +784.8% |
| 5Y | +477.0% | +32.0% | +445.0% | +367.3% |
| All | +1,402.3% | +171.7% | +1,230.7% | +367.8% |
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