+1,493.1%
LITE vs MET
+197.3%
+1,295.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.9% |
| 7D | +10.8% | +4.5% | +6.3% | +8.6% |
| 30D | -33.4% | +3.5% | -37.0% | -34.5% |
| 3M | -32.2% | +5.9% | -38.2% | -34.6% |
| 6M | -42.1% | +33.1% | -75.2% | -50.8% |
| YTD | +61.9% | +33.6% | +28.3% | +36.0% |
| 1Y | +163.0% | +32.7% | +130.3% | +121.6% |
| 3Y | +1,358.0% | +85.0% | +1,273.0% | +948.3% |
| 5Y | +549.9% | +85.6% | +464.3% | +361.8% |
| All | +1,493.1% | +197.3% | +1,295.8% | +748.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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