+541.2%
LITE vs MSCI
+7.0%
+534.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -13.9% | +2.7% | -16.6% | -14.5% |
| 30D | -46.9% | +16.2% | -63.2% | -49.4% |
| 3M | -28.0% | +17.1% | -45.1% | -31.9% |
| 6M | -35.2% | +13.0% | -48.2% | -39.4% |
| YTD | +58.9% | +15.8% | +43.1% | +44.5% |
| 1Y | +125.3% | +15.5% | +109.8% | +105.2% |
| 3Y | +1,344.4% | +32.3% | +1,312.1% | +1,110.3% |
| 5Y | +541.2% | +8.2% | +533.0% | +428.8% |
| All | +541.2% | +7.0% | +534.1% | +428.8% |
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