+1,426.5%
LITE vs MDY
+57.0%
+1,369.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -1.1% |
| 7D | +22.6% | +3.0% | +19.5% | +15.7% |
| 30D | -36.8% | +0.8% | -37.6% | -36.6% |
| 3M | -33.0% | -5.1% | -27.9% | -23.5% |
| 6M | -37.1% | +1.2% | -38.2% | -36.0% |
| YTD | +69.5% | +12.5% | +57.0% | +41.7% |
| 1Y | +146.1% | +13.8% | +132.4% | +104.2% |
| All | +1,426.5% | +57.0% | +1,369.5% | +663.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling