+1,563.7%
LITE vs MKC
-29.9%
+1,593.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +4.9% | +3.8% |
| 7D | -1.5% | -5.9% | +4.3% | -2.9% |
| 30D | +6.7% | -0.9% | +7.5% | +6.5% |
| 3M | -6.8% | +12.7% | -19.5% | -4.6% |
| 6M | +29.4% | -19.3% | +48.7% | +31.8% |
| YTD | +139.1% | -22.2% | +161.2% | +142.0% |
| 1Y | +521.0% | -23.3% | +544.3% | +530.0% |
| All | +1,563.7% | -29.9% | +1,593.5% | +1,591.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling