+551.8%
LITE vs MKTX
-11.2%
+563.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +13.6% | +0.3% | +13.3% | +13.6% |
| 30D | +21.6% | +1.0% | +20.6% | +21.6% |
| 3M | +20.3% | +40.8% | -20.5% | +30.4% |
| 6M | +54.4% | -10.9% | +65.3% | +39.9% |
| YTD | +168.3% | -8.6% | +176.9% | +145.7% |
| 1Y | +551.8% | -11.6% | +563.4% | +408.2% |
| All | +551.8% | -11.2% | +563.0% | +408.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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