+1,402.3%
LITE vs MET
+222.3%
+1,180.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.4% |
| 7D | -35.9% | -1.2% | -34.8% | -35.5% |
| 30D | -51.5% | +3.2% | -54.7% | -52.4% |
| 3M | -35.7% | -1.1% | -34.6% | -35.9% |
| 6M | -43.0% | +25.0% | -68.0% | -50.0% |
| YTD | +46.1% | +27.9% | +18.2% | +25.5% |
| 1Y | +124.7% | +32.9% | +91.8% | +89.1% |
| 3Y | +1,172.1% | +78.8% | +1,093.3% | +833.7% |
| 5Y | +477.0% | +79.6% | +397.4% | +318.5% |
| All | +1,402.3% | +222.3% | +1,180.0% | +790.5% |
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