+129.4%
LITE vs MET
+36.6%
+92.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.2% | +11.4% |
| 7D | -12.9% | +1.3% | -14.2% | -12.6% |
| 30D | -46.0% | +4.0% | -50.0% | -45.2% |
| 3M | -33.0% | +4.6% | -37.6% | -31.6% |
| 6M | -34.0% | +32.8% | -66.8% | -32.5% |
| YTD | +61.7% | +32.3% | +29.4% | +60.0% |
| All | +129.4% | +36.6% | +92.8% | +125.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling