+446.1%
LITE vs MSI
+117.4%
+328.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +4.0% | -22.7% | -20.6% |
| 7D | -44.6% | +5.1% | -49.6% | -46.2% |
| 30D | -55.0% | +13.3% | -68.3% | -58.1% |
| 3M | -38.3% | +18.3% | -56.6% | -44.6% |
| 6M | -48.8% | +18.7% | -67.4% | -54.7% |
| YTD | +38.3% | +36.0% | +2.3% | +11.8% |
| 1Y | +119.0% | +32.6% | +86.4% | +80.2% |
| 3Y | +1,092.0% | +78.3% | +1,013.7% | +735.8% |
| 5Y | +446.1% | +121.6% | +324.5% | +220.2% |
| All | +446.1% | +117.4% | +328.7% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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