+1,068.9%
LITE vs MP
+450.8%
+618.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.4% | +2.6% | +3.7% |
| 7D | -1.5% | -2.9% | +1.3% | -0.9% |
| 30D | +6.7% | +13.8% | -7.2% | +3.3% |
| 3M | -6.8% | -16.7% | +9.9% | -3.1% |
| 6M | +29.4% | -11.5% | +40.9% | +32.4% |
| YTD | +139.1% | +7.9% | +131.2% | +132.3% |
| 1Y | +521.0% | -15.0% | +536.0% | +523.8% |
| 3Y | +1,535.3% | +153.5% | +1,381.8% | +1,110.6% |
| 5Y | +889.8% | +58.7% | +831.2% | +678.5% |
| All | +1,068.9% | +450.8% | +618.1% | +764.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling