+1,402.3%
LITE vs MKC
+25.9%
+1,376.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.3% | +9.0% | +5.9% |
| 7D | -35.9% | +2.3% | -38.3% | -36.1% |
| 30D | -51.5% | +8.1% | -59.6% | -52.1% |
| 3M | -35.7% | -6.4% | -29.3% | -35.5% |
| 6M | -43.0% | +1.8% | -44.8% | -43.8% |
| YTD | +46.1% | -26.9% | +73.0% | +53.5% |
| 1Y | +124.7% | -21.7% | +146.4% | +132.3% |
| 3Y | +1,172.1% | -18.7% | +1,190.8% | +1,157.6% |
| 5Y | +477.0% | -32.8% | +509.8% | +486.8% |
| All | +1,402.3% | +25.9% | +1,376.4% | +1,125.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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