+5,083.9%
LITE vs MSCI
+878.0%
+4,205.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | -6.8% | -7.1% | +0.3% | -6.0% |
| 6M | +29.4% | +0.8% | +28.6% | +23.9% |
| YTD | +139.1% | +1.0% | +138.1% | +125.7% |
| 1Y | +521.0% | +4.3% | +516.7% | +468.6% |
| 3Y | +1,535.3% | +9.9% | +1,525.3% | +1,347.1% |
| 5Y | +889.8% | -6.8% | +896.6% | +815.6% |
| 10Y | +2,400.7% | +614.7% | +1,786.1% | +818.1% |
| All | +5,083.9% | +878.0% | +4,205.9% | +1,671.9% |
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