+29.4%
LITE vs MMM
+6.8%
+22.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +3.9% |
| 7D | -1.5% | -3.3% | +1.8% | -0.2% |
| 30D | +6.7% | -7.0% | +13.7% | +9.9% |
| 3M | -6.8% | +10.8% | -17.6% | -11.2% |
| 6M | +29.4% | +5.8% | +23.7% | +36.5% |
| All | +29.4% | +6.8% | +22.6% | +36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling