+2,614.7%
LITE vs MKSI
+502.4%
+2,112.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.4% |
| 7D | +13.6% | +6.6% | +7.0% | +9.0% |
| 30D | +21.6% | -8.2% | +29.8% | +29.8% |
| 3M | +20.3% | -16.4% | +36.8% | +36.7% |
| 6M | +54.4% | +23.0% | +31.4% | +37.6% |
| YTD | +168.3% | +68.2% | +100.1% | +97.9% |
| 1Y | +551.8% | +148.6% | +403.2% | +281.0% |
| 3Y | +1,891.5% | +196.0% | +1,695.5% | +907.5% |
| 5Y | +1,014.7% | +87.4% | +927.4% | +595.2% |
| 10Y | +2,614.7% | +523.8% | +2,090.9% | +475.3% |
| All | +2,614.7% | +502.4% | +2,112.3% | +475.3% |
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