+609.5%
LITE vs MP
+2.3%
+607.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -20.3% |
| 6M | -35.8% | -45.8% | +10.0% | -24.1% |
| YTD | +70.0% | -28.9% | +99.0% | +84.4% |
| 1Y | +232.7% | -34.6% | +267.3% | +269.6% |
| 3Y | +1,365.7% | +118.7% | +1,247.0% | +921.8% |
| 5Y | +609.5% | -3.1% | +612.5% | +509.0% |
| All | +609.5% | +2.3% | +607.2% | +509.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling