+1,297.2%
LITE vs MRNA
+1,040.1%
+257.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.8% | +5.0% | -1.5% |
| 7D | -13.9% | +9.8% | -23.7% | -14.3% |
| 30D | -46.9% | +11.5% | -58.4% | -47.2% |
| 3M | -28.0% | +319.4% | -347.4% | -35.7% |
| 6M | -35.2% | +361.5% | -396.7% | -43.3% |
| YTD | +58.9% | +750.6% | -691.7% | +29.7% |
| 1Y | +125.3% | +913.0% | -787.7% | +81.0% |
| 3Y | +1,344.4% | +258.1% | +1,086.4% | +1,147.2% |
| 5Y | +541.2% | +9.6% | +531.6% | +477.7% |
| All | +1,297.2% | +1,040.1% | +257.1% | +995.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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