+2,898.2%
LITE vs MSCI
+1,019.5%
+1,878.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -58.4% |
| 3M | -38.3% | +15.1% | -53.4% | -42.7% |
| 6M | -48.8% | +13.7% | -62.5% | -53.5% |
| YTD | +38.3% | +15.6% | +22.7% | +22.0% |
| 1Y | +119.0% | +16.3% | +102.7% | +92.5% |
| 3Y | +1,092.0% | +36.9% | +1,055.1% | +843.1% |
| 5Y | +446.1% | +6.3% | +439.8% | +375.2% |
| 10Y | +1,381.7% | +823.0% | +558.7% | +399.4% |
| All | +2,898.2% | +1,019.5% | +1,878.8% | +858.0% |
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