+901.5%
LITE vs MP
+58.1%
+843.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.6% |
| 7D | -1.5% | -2.9% | +1.3% | -0.8% |
| 30D | +6.7% | +13.8% | -7.2% | +2.5% |
| 3M | -6.8% | -16.7% | +9.9% | -2.5% |
| 6M | +29.4% | -11.5% | +40.9% | +32.8% |
| YTD | +139.1% | +7.9% | +131.2% | +130.2% |
| 1Y | +521.0% | -15.0% | +536.0% | +521.7% |
| 3Y | +1,535.3% | +153.5% | +1,381.8% | +996.0% |
| All | +901.5% | +58.1% | +843.5% | +643.0% |
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