+1,493.1%
LITE vs MSCI
+809.0%
+684.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.0% | -5.5% | -4.9% |
| 7D | +10.8% | +2.7% | +8.1% | +9.5% |
| 30D | -33.4% | +17.4% | -50.9% | -38.5% |
| 3M | -32.2% | +14.8% | -47.1% | -37.2% |
| 6M | -42.1% | +16.1% | -58.2% | -48.2% |
| YTD | +61.9% | +16.0% | +45.9% | +41.7% |
| 1Y | +163.0% | +16.4% | +146.5% | +129.5% |
| 3Y | +1,358.0% | +35.3% | +1,322.7% | +1,045.4% |
| 5Y | +549.9% | +6.6% | +543.3% | +461.0% |
| All | +1,493.1% | +809.0% | +684.1% | +310.0% |
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