+562.5%
LITE vs MKC
-35.5%
+598.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.7% | -4.3% |
| 7D | +10.8% | -3.0% | +13.7% | +10.1% |
| 30D | -33.4% | +4.8% | -38.3% | -32.7% |
| 3M | -32.2% | -12.8% | -19.4% | -32.8% |
| 6M | -42.1% | +5.0% | -47.1% | -41.8% |
| YTD | +61.9% | -29.1% | +90.9% | +64.0% |
| 1Y | +163.0% | -26.4% | +189.4% | +166.4% |
| 3Y | +1,358.0% | -21.6% | +1,379.6% | +1,335.7% |
| All | +562.5% | -35.5% | +598.0% | +612.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling