+2,898.2%
LITE vs MMM
+111.3%
+2,786.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.2% | -15.5% | -17.0% |
| 7D | -44.6% | +5.9% | -50.4% | -46.5% |
| 30D | -55.0% | +14.7% | -69.8% | -58.7% |
| 3M | -38.3% | +3.6% | -41.9% | -40.1% |
| 6M | -48.8% | +32.7% | -81.5% | -57.0% |
| YTD | +38.3% | +18.9% | +19.3% | +22.4% |
| 1Y | +119.0% | +16.4% | +102.6% | +96.3% |
| 3Y | +1,092.0% | +159.8% | +932.2% | +580.2% |
| 5Y | +446.1% | +47.2% | +398.9% | +320.2% |
| 10Y | +1,381.7% | +86.5% | +1,295.2% | +922.0% |
| All | +2,898.2% | +111.3% | +2,786.9% | +1,911.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling