+546.2%
LITE vs MMM
+48.2%
+498.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +9.8% |
| 7D | -12.9% | +5.8% | -18.7% | -15.4% |
| 30D | -46.0% | +17.9% | -63.9% | -50.6% |
| 3M | -33.0% | +3.6% | -36.6% | -34.6% |
| 6M | -34.0% | +32.9% | -66.9% | -44.0% |
| YTD | +61.7% | +19.5% | +42.3% | +44.1% |
| 1Y | +148.3% | +16.5% | +131.7% | +124.4% |
| 3Y | +1,408.5% | +167.2% | +1,241.4% | +803.4% |
| 5Y | +546.2% | +48.2% | +497.9% | +383.6% |
| All | +546.2% | +48.2% | +498.0% | +383.6% |
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