+521.0%
LITE vs MTUM
+26.3%
+494.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +0.2% |
| 7D | -1.5% | +1.7% | -3.3% | -4.9% |
| 30D | +6.7% | -1.7% | +8.3% | +12.0% |
| 3M | -6.8% | -6.3% | -0.4% | +10.1% |
| 6M | +29.4% | +21.8% | +7.6% | -15.9% |
| YTD | +139.1% | +22.0% | +117.1% | +48.5% |
| 1Y | +521.0% | +25.3% | +495.6% | +276.1% |
| All | +521.0% | +26.3% | +494.7% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 1y: compounded portfolio wealth divided by compounded MTUM 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…
1y analysis · Full analysis span regression · 6 months rolling