+1,670.7%
LITE vs MTB
+119.7%
+1,550.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.2% | +10.9% | +10.8% |
| 7D | +3.4% | -2.0% | +5.4% | +4.6% |
| 30D | -34.9% | +0.1% | -35.0% | -34.9% |
| 3M | -21.0% | -12.1% | -8.9% | -16.7% |
| 6M | -38.5% | +7.3% | -45.8% | -41.0% |
| YTD | +75.8% | +11.5% | +64.3% | +65.3% |
| 1Y | +156.7% | +21.3% | +135.4% | +132.7% |
| 3Y | +1,498.6% | +104.1% | +1,394.4% | +1,088.2% |
| 5Y | +610.9% | +61.8% | +549.1% | +462.1% |
| 10Y | +1,670.7% | +115.4% | +1,555.3% | +1,144.1% |
| All | +1,670.7% | +119.7% | +1,550.9% | +1,144.1% |
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