+5,083.9%
LITE vs MKSI
+718.0%
+4,365.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.3% | +1.2% |
| 7D | -1.5% | +1.8% | -3.3% | -2.6% |
| 30D | +6.7% | -16.8% | +23.4% | +21.0% |
| 3M | -6.8% | -21.1% | +14.3% | +9.6% |
| 6M | +29.4% | +10.8% | +18.6% | +24.3% |
| YTD | +139.1% | +63.3% | +75.8% | +80.7% |
| 1Y | +521.0% | +157.0% | +364.0% | +259.5% |
| 3Y | +1,535.3% | +163.7% | +1,371.6% | +798.0% |
| 5Y | +889.8% | +82.0% | +807.9% | +535.0% |
| 10Y | +2,400.7% | +467.2% | +1,933.5% | +657.0% |
| All | +5,083.9% | +718.0% | +4,365.8% | +1,326.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling