+232.7%
LITE vs MKSI
+40.1%
+192.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.0% | -2.9% | -2.7% |
| 7D | -31.4% | -10.7% | -20.8% | -22.5% |
| 30D | -42.6% | -30.5% | -12.1% | -15.8% |
| 3M | -26.2% | -39.2% | +12.9% | +23.9% |
| 6M | -35.8% | -33.0% | -2.8% | -6.8% |
| YTD | +70.0% | +22.3% | +47.7% | +21.7% |
| 1Y | +232.7% | +42.7% | +190.1% | +100.2% |
| All | +232.7% | +40.1% | +192.6% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 1y: compounded portfolio wealth divided by compounded MKSI 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…
1y analysis · Full analysis span regression · 6 months rolling