+5,083.9%
LITE vs MKTX
+85.3%
+4,998.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | +6.7% | +1.1% | +5.6% | +6.4% |
| 3M | -6.8% | +36.1% | -42.9% | -12.3% |
| 6M | +29.4% | -12.9% | +42.3% | +31.9% |
| YTD | +139.1% | -8.5% | +147.6% | +140.7% |
| 1Y | +521.0% | -7.5% | +528.5% | +521.4% |
| 3Y | +1,535.3% | -28.3% | +1,563.6% | +1,564.9% |
| 5Y | +889.8% | -63.3% | +953.1% | +1,089.8% |
| 10Y | +2,400.7% | +4.5% | +2,396.2% | +2,254.6% |
| All | +5,083.9% | +85.3% | +4,998.6% | +4,994.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling