+901.5%
LITE vs MSCI
-6.7%
+908.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | +6.7% | +0.6% | +6.1% | +6.2% |
| 3M | -6.8% | -7.1% | +0.3% | -6.0% |
| 6M | +29.4% | +0.8% | +28.6% | +24.9% |
| YTD | +139.1% | +1.0% | +138.1% | +127.8% |
| 1Y | +521.0% | +4.3% | +516.7% | +474.7% |
| 3Y | +1,535.3% | +9.9% | +1,525.3% | +1,370.2% |
| All | +901.5% | -6.7% | +908.3% | +763.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling