+3,344.5%
LITE vs MTCH
+84.6%
+3,260.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -13.9% | +3.7% | -17.6% | -14.7% |
| 30D | -46.9% | -2.8% | -44.1% | -46.8% |
| 3M | -28.0% | +9.3% | -37.3% | -30.5% |
| 6M | -35.2% | +9.2% | -44.4% | -38.0% |
| YTD | +58.9% | +26.5% | +32.4% | +45.2% |
| 1Y | +125.3% | +22.6% | +102.7% | +107.9% |
| 3Y | +1,344.4% | +40.8% | +1,303.7% | +1,166.7% |
| 5Y | +541.2% | -72.9% | +614.0% | +699.5% |
| 10Y | +1,587.5% | +152.4% | +1,435.1% | +1,322.5% |
| All | +3,344.5% | +84.6% | +3,260.0% | +2,280.8% |
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