+542.4%
LITE vs MTB
+65.3%
+477.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -13.9% | -0.7% | -13.2% | -13.4% |
| 30D | -46.9% | +1.4% | -48.4% | -47.4% |
| 3M | -28.0% | -11.6% | -16.4% | -23.5% |
| 6M | -35.2% | +5.4% | -40.6% | -38.1% |
| YTD | +58.9% | +11.7% | +47.1% | +46.6% |
| 1Y | +125.3% | +20.5% | +104.8% | +99.4% |
| 3Y | +1,344.4% | +104.5% | +1,239.9% | +916.9% |
| All | +542.4% | +65.3% | +477.1% | +395.5% |
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