+490.8%
LITE vs MTB
+63.3%
+427.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +6.1% |
| 7D | -35.9% | -1.3% | -34.6% | -35.5% |
| 30D | -51.5% | +0.5% | -52.0% | -51.7% |
| 3M | -35.7% | -12.4% | -23.3% | -31.5% |
| 6M | -43.0% | +1.5% | -44.5% | -44.4% |
| YTD | +46.1% | +10.3% | +35.8% | +35.6% |
| 1Y | +124.7% | +22.2% | +102.5% | +97.2% |
| 3Y | +1,172.1% | +96.9% | +1,075.1% | +811.1% |
| All | +490.8% | +63.3% | +427.5% | +358.1% |
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 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