+3,586.8%
LITE vs MS
+556.0%
+3,030.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +4.2% | -12.1% | -10.5% |
| 7D | -31.4% | +2.6% | -34.1% | -32.8% |
| 30D | -42.6% | +2.6% | -45.2% | -43.4% |
| 3M | -26.2% | -10.1% | -16.1% | -21.2% |
| 6M | -35.8% | +4.4% | -40.2% | -37.1% |
| YTD | +70.0% | +11.7% | +58.3% | +57.9% |
| 1Y | +232.7% | +20.9% | +211.8% | +196.7% |
| 3Y | +1,365.7% | +177.1% | +1,188.6% | +744.7% |
| 5Y | +609.5% | +127.7% | +481.7% | +344.4% |
| 10Y | +1,721.9% | +684.1% | +1,037.9% | +523.9% |
| All | +3,586.8% | +556.0% | +3,030.7% | +1,030.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling