+1,402.3%
LITE vs MS
+616.2%
+786.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +6.0% |
| 7D | -35.9% | -1.6% | -34.4% | -35.1% |
| 30D | -51.5% | -3.8% | -47.7% | -49.8% |
| 3M | -35.7% | -14.6% | -21.1% | -28.0% |
| 6M | -43.0% | -5.1% | -37.9% | -40.0% |
| YTD | +46.1% | +4.5% | +41.6% | +41.9% |
| 1Y | +124.7% | +13.5% | +111.2% | +108.2% |
| 3Y | +1,172.1% | +160.4% | +1,011.7% | +630.2% |
| 5Y | +477.0% | +112.9% | +364.2% | +263.3% |
| All | +1,402.3% | +616.2% | +786.2% | +462.1% |
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