+2,898.2%
LITE vs MET
+186.3%
+2,712.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.1% | -15.6% | -17.3% |
| 7D | -44.6% | -0.5% | -44.1% | -44.4% |
| 30D | -55.0% | +3.3% | -58.3% | -55.8% |
| 3M | -38.3% | +4.2% | -42.6% | -40.0% |
| 6M | -48.8% | +27.3% | -76.1% | -55.1% |
| YTD | +38.3% | +29.8% | +8.5% | +19.1% |
| 1Y | +119.0% | +30.2% | +88.8% | +88.2% |
| 3Y | +1,092.0% | +77.6% | +1,014.4% | +796.4% |
| 5Y | +446.1% | +82.3% | +363.8% | +302.6% |
| 10Y | +1,381.7% | +233.0% | +1,148.7% | +704.3% |
| All | +2,898.2% | +186.3% | +2,712.0% | +1,421.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling