+5,083.9%
LITE vs MTCH
+92.5%
+4,991.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.4% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | +6.7% | +9.7% | -3.1% | +3.6% |
| 3M | -6.8% | +21.1% | -27.8% | -12.4% |
| 6M | +29.4% | +37.5% | -8.0% | +17.0% |
| YTD | +139.1% | +31.9% | +107.2% | +117.6% |
| 1Y | +521.0% | +14.6% | +506.4% | +489.1% |
| 3Y | +1,535.3% | -6.2% | +1,541.4% | +1,494.1% |
| 5Y | +889.8% | -70.6% | +960.4% | +1,113.2% |
| 10Y | +2,400.7% | +185.6% | +2,215.1% | +2,003.0% |
| All | +5,083.9% | +92.5% | +4,991.4% | +3,468.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling