+1,618.0%
LITE vs MTB
+124.2%
+1,493.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.3% | +8.4% | +9.7% |
| 7D | -12.9% | -0.8% | -12.1% | -12.4% |
| 30D | -46.0% | +2.4% | -48.4% | -46.6% |
| 3M | -33.0% | -10.5% | -22.5% | -30.0% |
| 6M | -34.0% | +6.4% | -40.4% | -36.6% |
| YTD | +61.7% | +12.8% | +48.9% | +51.3% |
| 1Y | +148.3% | +23.3% | +125.0% | +123.5% |
| 3Y | +1,408.5% | +108.2% | +1,300.3% | +1,011.5% |
| 5Y | +546.2% | +68.6% | +477.6% | +402.5% |
| All | +1,618.0% | +124.2% | +1,493.8% | +1,093.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling