+5,083.9%
LITE vs MDY
+190.6%
+4,893.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.1% |
| 3M | -6.8% | +0.8% | -7.5% | -6.4% |
| 6M | +29.4% | +7.4% | +22.0% | +21.8% |
| YTD | +139.1% | +15.2% | +123.9% | +107.6% |
| 1Y | +521.0% | +16.5% | +504.5% | +440.2% |
| 3Y | +1,535.3% | +46.8% | +1,488.5% | +1,078.8% |
| 5Y | +889.8% | +46.0% | +843.8% | +617.3% |
| 10Y | +2,400.7% | +172.1% | +2,228.7% | +963.0% |
| All | +5,083.9% | +190.6% | +4,893.3% | +1,949.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling