+2,898.2%
LITE vs MTB
+125.5%
+2,772.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.2% | -16.5% | -17.8% |
| 7D | -44.6% | -1.9% | -42.7% | -44.1% |
| 30D | -55.0% | +0.5% | -55.5% | -55.2% |
| 3M | -38.3% | -12.2% | -26.1% | -35.0% |
| 6M | -48.8% | +3.4% | -52.1% | -50.1% |
| YTD | +38.3% | +11.3% | +27.0% | +30.3% |
| 1Y | +119.0% | +23.3% | +95.7% | +97.5% |
| 3Y | +1,092.0% | +96.8% | +995.2% | +802.7% |
| 5Y | +446.1% | +65.8% | +380.2% | +329.5% |
| 10Y | +1,381.7% | +140.0% | +1,241.6% | +868.0% |
| All | +2,898.2% | +125.5% | +2,772.8% | +1,774.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling