+490.8%
LITE vs MMM
+44.4%
+446.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +6.3% |
| 7D | -35.9% | +6.2% | -42.1% | -38.1% |
| 30D | -51.5% | +14.2% | -65.7% | -55.1% |
| 3M | -35.7% | +2.9% | -38.6% | -37.1% |
| 6M | -43.0% | +27.6% | -70.5% | -50.6% |
| YTD | +46.1% | +17.3% | +28.8% | +31.3% |
| 1Y | +124.7% | +15.1% | +109.6% | +104.0% |
| 3Y | +1,172.1% | +157.1% | +1,014.9% | +675.8% |
| All | +490.8% | +44.4% | +446.4% | +346.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling