+576.1%
LITE vs MP
+240.8%
+335.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -6.0% | -12.6% | -17.2% |
| 7D | -44.6% | -19.0% | -25.6% | -41.5% |
| 30D | -55.0% | -30.5% | -24.6% | -50.8% |
| 3M | -38.3% | -29.6% | -8.7% | -33.0% |
| 6M | -48.8% | -50.4% | +1.7% | -39.8% |
| YTD | +38.3% | -33.2% | +71.5% | +50.8% |
| 1Y | +119.0% | -38.6% | +157.6% | +143.5% |
| 3Y | +1,092.0% | +105.5% | +986.5% | +846.8% |
| 5Y | +446.1% | -7.8% | +453.9% | +385.9% |
| All | +576.1% | +240.8% | +335.3% | +460.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling