+1,321.8%
LITE vs MSCI
+810.0%
+511.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.7% | -15.9% | -17.5% |
| 7D | -44.6% | +6.0% | -50.6% | -46.1% |
| 30D | -55.0% | +18.2% | -73.2% | -58.6% |
| 3M | -38.3% | +15.1% | -53.4% | -42.9% |
| 6M | -48.8% | +13.7% | -62.5% | -53.7% |
| YTD | +38.3% | +15.6% | +22.7% | +21.3% |
| 1Y | +119.0% | +16.3% | +102.7% | +91.4% |
| 3Y | +1,092.0% | +36.9% | +1,055.1% | +831.1% |
| 5Y | +446.1% | +6.3% | +439.8% | +372.3% |
| All | +1,321.8% | +810.0% | +511.7% | +300.4% |
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