+901.5%
LITE vs MTB
+101.8%
+799.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.0% |
| 7D | -1.5% | +1.7% | -3.3% | -2.5% |
| 30D | +6.7% | -4.2% | +10.8% | +9.0% |
| 3M | -6.8% | +8.9% | -15.6% | -11.6% |
| 6M | +29.4% | +10.9% | +18.6% | +21.4% |
| YTD | +139.1% | +21.5% | +117.6% | +112.8% |
| 1Y | +521.0% | +21.9% | +499.1% | +450.9% |
| 3Y | +1,535.3% | +109.2% | +1,426.0% | +1,045.8% |
| All | +901.5% | +101.8% | +799.7% | +616.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling