+1,321.8%
LITE vs MS
+620.1%
+701.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -5.9% | -12.7% | -14.6% |
| 7D | -44.6% | -3.4% | -41.2% | -43.0% |
| 30D | -55.0% | -3.9% | -51.1% | -53.4% |
| 3M | -38.3% | -15.9% | -22.4% | -30.2% |
| 6M | -48.8% | -2.5% | -46.3% | -47.1% |
| YTD | +38.3% | +5.1% | +33.2% | +33.8% |
| 1Y | +119.0% | +13.0% | +106.0% | +103.5% |
| 3Y | +1,092.0% | +160.7% | +931.3% | +583.5% |
| 5Y | +446.1% | +114.0% | +332.0% | +242.6% |
| All | +1,321.8% | +620.1% | +701.7% | +430.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 10y: compounded portfolio wealth divided by compounded MS 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…
10y analysis · Full analysis span regression · 6 months rolling