-38.5%
LITE vs MKSI
-27.8%
-10.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.9% | +4.8% | +4.7% |
| 7D | +3.4% | +15.9% | -12.5% | -9.8% |
| 30D | -34.9% | -9.6% | -25.3% | -27.3% |
| 3M | -21.0% | -23.2% | +2.1% | +3.5% |
| 6M | -38.5% | -29.2% | -9.3% | -13.3% |
| All | -38.5% | -27.8% | -10.7% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling