+3,406.8%
LITE vs MKSI
+564.9%
+2,841.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +10.0% | +0.6% | +3.9% |
| 7D | -12.9% | +7.7% | -20.6% | -16.4% |
| 30D | -46.0% | -20.0% | -26.0% | -35.9% |
| 3M | -33.0% | -30.6% | -2.5% | -11.7% |
| 6M | -34.0% | -32.3% | -1.7% | -11.8% |
| YTD | +61.7% | +32.8% | +29.0% | +44.0% |
| 1Y | +148.3% | +37.3% | +111.0% | +119.7% |
| 3Y | +1,408.5% | +219.2% | +1,189.3% | +679.4% |
| 5Y | +546.2% | +36.1% | +510.1% | +413.1% |
| 10Y | +1,533.3% | +354.2% | +1,179.1% | +486.7% |
| All | +3,406.8% | +564.9% | +2,841.9% | +1,037.1% |
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