+1,408.5%
LITE vs MKTX
-22.8%
+1,431.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | 0.0% | +10.6% | +10.7% |
| 7D | -12.9% | +0.1% | -13.0% | -12.9% |
| 30D | -46.0% | +0.7% | -46.6% | -45.9% |
| 3M | -33.0% | +2.4% | -35.5% | -32.8% |
| 6M | -34.0% | +13.5% | -47.5% | -33.2% |
| YTD | +61.7% | -7.2% | +69.0% | +57.5% |
| 1Y | +148.3% | +1.0% | +147.3% | +145.3% |
| 3Y | +1,408.5% | -23.7% | +1,432.2% | +1,518.5% |
| All | +1,408.5% | -22.8% | +1,431.3% | +1,518.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling