+163.0%
LITE vs MKSI
+42.6%
+120.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.6% | -1.8% | -1.7% |
| 7D | +10.8% | +12.2% | -1.4% | -1.5% |
| 30D | -33.4% | -8.0% | -25.4% | -26.0% |
| 3M | -32.2% | -29.5% | -2.7% | -0.7% |
| 6M | -42.1% | -31.9% | -10.2% | -16.1% |
| YTD | +61.9% | +35.3% | +26.6% | -3.6% |
| 1Y | +163.0% | +50.3% | +112.7% | +29.9% |
| All | +163.0% | +42.6% | +120.4% | +29.9% |
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