+124.7%
LITE vs MP
-37.2%
+161.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.9% | +0.7% | +2.9% |
| 7D | -35.9% | -10.5% | -25.4% | -31.4% |
| 30D | -51.5% | -23.5% | -28.0% | -43.6% |
| 3M | -35.7% | -25.4% | -10.3% | -25.6% |
| 6M | -43.0% | -51.3% | +8.3% | -20.9% |
| YTD | +46.1% | -29.9% | +76.0% | +57.1% |
| 1Y | +124.7% | -31.8% | +156.6% | +145.2% |
| All | +124.7% | -37.2% | +161.9% | +145.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling