+1,499.9%
LITE vs MTB
+120.2%
+1,379.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -13.9% | -0.7% | -13.2% | -13.5% |
| 30D | -46.9% | +1.4% | -48.4% | -47.3% |
| 3M | -28.0% | -11.6% | -16.4% | -24.3% |
| 6M | -35.2% | +5.4% | -40.6% | -37.4% |
| YTD | +58.9% | +11.7% | +47.1% | +49.3% |
| 1Y | +125.3% | +20.5% | +104.8% | +104.8% |
| 3Y | +1,344.4% | +104.5% | +1,239.9% | +972.8% |
| 5Y | +541.2% | +65.1% | +476.1% | +403.1% |
| All | +1,499.9% | +120.2% | +1,379.8% | +1,023.3% |
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