+1,426.5%
LITE vs MKC
-22.3%
+1,448.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -4.1% |
| 7D | +22.6% | -7.3% | +29.8% | +18.9% |
| 30D | -36.8% | +4.0% | -40.7% | -35.4% |
| 3M | -33.0% | -11.5% | -21.6% | -34.4% |
| 6M | -37.1% | +1.1% | -38.1% | -36.0% |
| YTD | +69.5% | -29.9% | +99.4% | +66.4% |
| 1Y | +146.1% | -27.0% | +173.1% | +143.5% |
| All | +1,426.5% | -22.3% | +1,448.9% | +1,343.5% |
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