+1,493.1%
LITE vs MTB
+115.1%
+1,378.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.8% |
| 7D | +10.8% | +1.5% | +9.2% | +10.1% |
| 30D | -33.4% | +2.3% | -35.8% | -34.1% |
| 3M | -32.2% | -12.1% | -20.1% | -28.6% |
| 6M | -42.1% | +9.8% | -51.9% | -45.0% |
| YTD | +61.9% | +12.0% | +49.9% | +51.9% |
| 1Y | +163.0% | +22.0% | +141.0% | +137.6% |
| 3Y | +1,358.0% | +107.6% | +1,250.4% | +976.8% |
| 5Y | +549.9% | +61.9% | +488.1% | +413.7% |
| All | +1,493.1% | +115.1% | +1,378.0% | +1,031.1% |
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