+232.7%
LITE vs MTUM
+9.7%
+223.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.0% | -5.9% | -3.5% |
| 7D | -31.4% | -10.1% | -21.3% | -12.6% |
| 30D | -42.6% | -15.6% | -27.0% | -15.1% |
| 3M | -26.2% | -12.7% | -13.5% | +3.9% |
| 6M | -35.8% | -3.7% | -32.1% | -26.3% |
| YTD | +70.0% | +9.4% | +60.6% | +41.2% |
| 1Y | +232.7% | +10.2% | +222.5% | +179.7% |
| All | +232.7% | +9.7% | +223.1% | +179.7% |
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