+1,103.8%
LITE vs MMM
+159.9%
+943.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.5% | -17.2% |
| 7D | -44.6% | +5.9% | -50.4% | -46.2% |
| 30D | -55.0% | +14.7% | -69.8% | -58.2% |
| 3M | -38.3% | +3.6% | -41.9% | -39.6% |
| 6M | -48.8% | +32.7% | -81.5% | -56.4% |
| YTD | +38.3% | +18.9% | +19.3% | +23.8% |
| 1Y | +119.0% | +16.4% | +102.6% | +98.5% |
| All | +1,103.8% | +159.9% | +943.9% | +583.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 3y: compounded portfolio wealth divided by compounded MMM 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…
3y analysis · Full analysis span regression · 6 months rolling