+146.1%
LITE vs MSCI
+12.8%
+133.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -4.7% |
| 7D | +22.6% | -0.7% | +23.2% | +21.9% |
| 30D | -36.8% | +16.2% | -52.9% | -28.5% |
| 3M | -33.0% | +16.1% | -49.1% | -23.7% |
| 6M | -37.1% | +12.9% | -50.0% | -28.1% |
| YTD | +69.5% | +14.8% | +54.6% | +94.5% |
| 1Y | +146.1% | +13.8% | +132.3% | +185.7% |
| All | +146.1% | +12.8% | +133.3% | +185.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling