+901.5%
LITE vs MS
+145.3%
+756.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.8% |
| 7D | -1.5% | +1.4% | -2.9% | -2.7% |
| 30D | +6.7% | -0.3% | +6.9% | +6.6% |
| 3M | -6.8% | +0.3% | -7.1% | -6.6% |
| 6M | +29.4% | +31.3% | -1.9% | +3.8% |
| YTD | +139.1% | +24.7% | +114.4% | +96.1% |
| 1Y | +521.0% | +47.9% | +473.1% | +344.2% |
| 3Y | +1,535.3% | +178.3% | +1,356.9% | +661.3% |
| All | +901.5% | +145.3% | +756.2% | +372.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling