+1,568.0%
LITE vs MKSI
+357.3%
+1,210.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.2% |
| 7D | +22.6% | +25.3% | -2.7% | +5.3% |
| 30D | -36.8% | -10.5% | -26.2% | -30.3% |
| 3M | -33.0% | -27.7% | -5.3% | -13.9% |
| 6M | -37.1% | -28.8% | -8.2% | -18.4% |
| YTD | +69.5% | +39.0% | +30.5% | +46.1% |
| 1Y | +146.1% | +45.2% | +100.9% | +109.2% |
| 3Y | +1,440.8% | +218.8% | +1,222.0% | +682.8% |
| 5Y | +580.4% | +38.1% | +542.4% | +432.2% |
| All | +1,568.0% | +357.3% | +1,210.7% | +333.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling