+1,358.0%
LITE vs MTB
+106.3%
+1,251.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.6% | -5.1% | -4.9% |
| 7D | +10.8% | +1.5% | +9.2% | +9.8% |
| 30D | -33.4% | +2.3% | -35.8% | -34.5% |
| 3M | -32.2% | -12.1% | -20.1% | -26.4% |
| 6M | -42.1% | +9.8% | -51.9% | -47.3% |
| YTD | +61.9% | +12.0% | +49.9% | +43.6% |
| 1Y | +163.0% | +22.0% | +141.0% | +117.7% |
| 3Y | +1,358.0% | +107.6% | +1,250.4% | +677.0% |
| All | +1,358.0% | +106.3% | +1,251.7% | +677.0% |
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