+3,586.8%
LITE vs MLM
+275.3%
+3,311.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.4% | -10.2% | -8.7% |
| 7D | -31.4% | +9.1% | -40.6% | -33.9% |
| 30D | -42.6% | +14.6% | -57.2% | -45.9% |
| 3M | -26.2% | +0.3% | -26.5% | -26.9% |
| 6M | -35.8% | -7.5% | -28.3% | -35.3% |
| YTD | +70.0% | -10.2% | +80.3% | +72.8% |
| 1Y | +232.7% | -10.5% | +243.2% | +238.7% |
| 3Y | +1,365.7% | +27.8% | +1,337.9% | +1,199.4% |
| 5Y | +609.5% | +38.9% | +570.6% | +500.9% |
| 10Y | +1,721.9% | +211.4% | +1,510.5% | +1,058.5% |
| All | +3,586.8% | +275.3% | +3,311.4% | +2,245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling