+1,009.8%
LITE vs MKSI
+84.9%
+925.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.0% | +9.0% | +9.6% |
| 7D | +12.6% | +7.7% | +4.9% | +7.0% |
| 30D | +9.9% | -12.9% | +22.8% | +22.4% |
| 3M | +9.3% | -14.8% | +24.1% | +23.0% |
| 6M | +75.2% | +26.6% | +48.6% | +52.5% |
| YTD | +165.5% | +66.6% | +98.9% | +94.5% |
| 1Y | +555.0% | +144.6% | +410.4% | +280.6% |
| 3Y | +1,870.5% | +193.1% | +1,677.3% | +890.2% |
| 5Y | +1,009.8% | +88.6% | +921.2% | +586.4% |
| All | +1,009.8% | +84.9% | +925.0% | +586.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling