+2,331.0%
LITE vs MLM
+199.9%
+2,131.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | -1.5% | -2.9% | +1.4% | -0.3% |
| 30D | +6.7% | -6.8% | +13.5% | +9.8% |
| 3M | -6.8% | -11.2% | +4.5% | -3.4% |
| 6M | +29.4% | -21.8% | +51.3% | +42.3% |
| YTD | +139.1% | -17.0% | +156.1% | +153.6% |
| 1Y | +521.0% | -16.4% | +537.4% | +555.2% |
| 3Y | +1,535.3% | +14.5% | +1,520.8% | +1,401.2% |
| 5Y | +889.8% | +41.7% | +848.1% | +719.3% |
| All | +2,331.0% | +199.9% | +2,131.2% | +1,319.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling