+3,344.5%
LITE vs MKTX
+88.1%
+3,256.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -13.9% | +0.1% | -14.0% | -13.9% |
| 30D | -46.9% | +0.8% | -47.7% | -47.0% |
| 3M | -28.0% | +2.6% | -30.6% | -28.4% |
| 6M | -35.2% | +13.6% | -48.8% | -37.1% |
| YTD | +58.9% | -7.1% | +66.0% | +59.5% |
| 1Y | +125.3% | -0.1% | +125.4% | +122.6% |
| 3Y | +1,344.4% | -22.3% | +1,366.7% | +1,343.8% |
| 5Y | +541.2% | -54.5% | +595.7% | +624.5% |
| 10Y | +1,587.5% | +14.3% | +1,573.2% | +1,477.1% |
| All | +3,344.5% | +88.1% | +3,256.4% | +3,275.5% |
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 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