+490.8%
LITE vs MTCH
-74.5%
+565.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | -35.9% | -5.7% | -30.2% | -34.8% |
| 30D | -51.5% | -4.5% | -47.0% | -51.1% |
| 3M | -35.7% | +7.1% | -42.9% | -38.3% |
| 6M | -43.0% | +3.8% | -46.7% | -45.2% |
| YTD | +46.1% | +23.6% | +22.5% | +30.1% |
| 1Y | +124.7% | +22.2% | +102.5% | +101.3% |
| 3Y | +1,172.1% | +43.6% | +1,128.5% | +947.5% |
| All | +490.8% | -74.5% | +565.4% | +769.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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