+1,870.5%
LITE vs MKTX
-24.9%
+1,895.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.1% | +11.0% |
| 7D | +12.6% | +0.4% | +12.2% | +12.6% |
| 30D | +9.9% | +1.0% | +9.0% | +10.0% |
| 3M | +9.3% | +41.3% | -32.0% | +14.3% |
| 6M | +75.2% | -11.3% | +86.6% | +71.0% |
| YTD | +165.5% | -8.6% | +174.0% | +160.6% |
| 1Y | +555.0% | -11.1% | +566.0% | +541.5% |
| 3Y | +1,870.5% | -24.5% | +1,895.0% | +1,750.6% |
| All | +1,870.5% | -24.9% | +1,895.3% | +1,750.6% |
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