+1,533.3%
LITE vs MET
+227.5%
+1,305.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.2% | +9.0% |
| 7D | -12.9% | +1.3% | -14.2% | -13.2% |
| 30D | -46.0% | +4.0% | -50.0% | -47.0% |
| 3M | -33.0% | +4.6% | -37.6% | -34.9% |
| 6M | -34.0% | +32.8% | -66.8% | -43.9% |
| YTD | +61.7% | +32.3% | +29.4% | +36.7% |
| 1Y | +148.3% | +37.1% | +111.1% | +105.8% |
| 3Y | +1,408.5% | +86.8% | +1,321.7% | +983.0% |
| 5Y | +546.2% | +87.4% | +458.8% | +358.7% |
| 10Y | +1,533.3% | +209.9% | +1,323.4% | +853.6% |
| All | +1,533.3% | +227.5% | +1,305.8% | +853.6% |
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