+609.5%
LITE vs MLM
+40.7%
+568.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.4% | -10.2% | -9.0% |
| 7D | -31.4% | +9.1% | -40.6% | -34.7% |
| 30D | -42.6% | +14.6% | -57.2% | -46.8% |
| 3M | -26.2% | +0.3% | -26.5% | -27.0% |
| 6M | -35.8% | -7.5% | -28.3% | -35.0% |
| YTD | +70.0% | -10.2% | +80.3% | +74.0% |
| 1Y | +232.7% | -10.5% | +243.2% | +241.0% |
| 3Y | +1,365.7% | +27.8% | +1,337.9% | +1,089.6% |
| 5Y | +609.5% | +38.9% | +570.6% | +433.5% |
| All | +609.5% | +40.7% | +568.8% | +433.5% |
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