+5,083.9%
LITE vs MLM
+247.2%
+4,836.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.1% | +2.9% | +3.5% |
| 7D | -1.5% | -2.9% | +1.4% | -0.4% |
| 30D | +6.7% | -6.8% | +13.5% | +9.5% |
| 3M | -6.8% | -11.2% | +4.5% | -3.7% |
| 6M | +29.4% | -21.8% | +51.3% | +41.0% |
| YTD | +139.1% | -17.0% | +156.1% | +152.3% |
| 1Y | +521.0% | -16.4% | +537.4% | +552.3% |
| 3Y | +1,535.3% | +14.5% | +1,520.8% | +1,419.9% |
| 5Y | +889.8% | +41.7% | +848.1% | +741.1% |
| 10Y | +2,400.7% | +200.0% | +2,200.7% | +1,544.5% |
| All | +5,083.9% | +247.2% | +4,836.7% | +3,323.0% |
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