+1,402.3%
LITE vs MSCI
+789.3%
+613.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.3% | +7.9% | +6.7% |
| 7D | -35.9% | +2.8% | -38.8% | -36.9% |
| 30D | -51.5% | +15.4% | -66.9% | -54.9% |
| 3M | -35.7% | +13.4% | -49.1% | -40.2% |
| 6M | -43.0% | +10.9% | -53.9% | -47.9% |
| YTD | +46.1% | +13.0% | +33.1% | +29.4% |
| 1Y | +124.7% | +12.0% | +112.7% | +99.8% |
| 3Y | +1,172.1% | +34.1% | +1,138.0% | +901.7% |
| 5Y | +477.0% | +3.9% | +473.1% | +403.8% |
| All | +1,402.3% | +789.3% | +613.0% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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