+1,380.3%
LITE vs MP
+117.4%
+1,262.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -5.1% | -2.8% | -6.4% |
| 7D | -31.4% | -12.5% | -18.9% | -28.5% |
| 30D | -42.6% | -23.3% | -19.3% | -37.8% |
| 3M | -26.2% | -24.4% | -1.9% | -20.4% |
| 6M | -35.8% | -45.8% | +10.0% | -24.5% |
| YTD | +70.0% | -28.9% | +99.0% | +84.7% |
| 1Y | +232.7% | -34.6% | +267.3% | +270.1% |
| All | +1,380.3% | +117.4% | +1,262.9% | +887.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling