+2,502.5%
LITE vs MKC
+26.1%
+2,476.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.4% | +11.1% |
| 7D | +12.6% | -4.3% | +17.0% | +13.2% |
| 30D | +9.9% | -2.0% | +11.9% | +9.9% |
| 3M | +9.3% | +10.0% | -0.7% | +6.8% |
| 6M | +75.2% | -18.5% | +93.8% | +81.5% |
| YTD | +165.5% | -22.4% | +187.9% | +177.6% |
| 1Y | +555.0% | -23.6% | +578.6% | +584.7% |
| 3Y | +1,870.5% | -30.4% | +1,900.9% | +1,969.9% |
| 5Y | +1,009.8% | -34.2% | +1,044.0% | +1,057.5% |
| 10Y | +2,502.5% | +26.8% | +2,475.7% | +2,034.1% |
| All | +2,502.5% | +26.1% | +2,476.4% | +2,034.1% |
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