+2,331.0%
LITE vs MET
+254.2%
+2,076.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.6% | +5.6% | +4.8% |
| 7D | -1.5% | +1.2% | -2.7% | -2.2% |
| 30D | +6.7% | +1.4% | +5.2% | +5.5% |
| 3M | -6.8% | +17.7% | -24.4% | -15.2% |
| 6M | +29.4% | +35.0% | -5.5% | +9.8% |
| YTD | +139.1% | +26.3% | +112.8% | +107.7% |
| 1Y | +521.0% | +22.8% | +498.2% | +443.3% |
| 3Y | +1,535.3% | +65.9% | +1,469.3% | +1,150.2% |
| 5Y | +889.8% | +85.4% | +804.5% | +609.5% |
| All | +2,331.0% | +254.2% | +2,076.8% | +1,120.0% |
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