+446.1%
LITE vs MLM
+30.6%
+415.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.2% | -13.5% | -16.1% |
| 7D | -44.6% | -1.2% | -43.3% | -44.2% |
| 30D | -55.0% | +7.9% | -63.0% | -56.9% |
| 3M | -38.3% | -4.5% | -33.9% | -37.2% |
| 6M | -48.8% | -12.6% | -36.1% | -46.3% |
| YTD | +38.3% | -14.9% | +53.2% | +46.0% |
| 1Y | +119.0% | -13.1% | +132.1% | +128.8% |
| 3Y | +1,092.0% | +21.2% | +1,070.8% | +898.0% |
| 5Y | +446.1% | +32.0% | +414.1% | +322.8% |
| All | +446.1% | +30.6% | +415.4% | +322.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling