+1,172.1%
LITE vs MTB
+95.2%
+1,076.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.3% |
| 7D | -35.9% | -1.3% | -34.6% | -35.4% |
| 30D | -51.5% | +0.5% | -52.0% | -51.8% |
| 3M | -35.7% | -12.4% | -23.3% | -30.1% |
| 6M | -43.0% | +1.5% | -44.5% | -45.1% |
| YTD | +46.1% | +10.3% | +35.8% | +30.8% |
| 1Y | +124.7% | +22.2% | +102.5% | +85.3% |
| 3Y | +1,172.1% | +96.9% | +1,075.1% | +613.4% |
| All | +1,172.1% | +95.2% | +1,076.8% | +613.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling