+3,586.8%
LITE vs MSCI
+1,050.8%
+2,535.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +5.4% | -13.2% | -10.1% |
| 7D | -31.4% | +11.5% | -42.9% | -34.9% |
| 30D | -42.6% | +22.1% | -64.7% | -47.8% |
| 3M | -26.2% | +18.4% | -44.6% | -32.5% |
| 6M | -35.8% | +16.6% | -52.4% | -42.5% |
| YTD | +70.0% | +18.8% | +51.2% | +47.9% |
| 1Y | +232.7% | +19.0% | +213.8% | +189.0% |
| 3Y | +1,365.7% | +40.7% | +1,325.0% | +1,043.5% |
| 5Y | +609.5% | +7.9% | +601.6% | +512.8% |
| 10Y | +1,721.9% | +848.9% | +873.1% | +505.5% |
| All | +3,586.8% | +1,050.8% | +2,535.9% | +1,061.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling