+1,499.9%
LITE vs MTUM
+299.9%
+1,200.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.5% |
| 7D | -13.9% | -4.1% | -9.8% | -7.0% |
| 30D | -46.9% | -16.6% | -30.3% | -28.7% |
| 3M | -28.0% | -13.0% | -15.0% | -7.2% |
| 6M | -35.2% | -11.3% | -23.9% | -16.0% |
| YTD | +58.9% | +7.1% | +51.8% | +63.3% |
| 1Y | +125.3% | +6.4% | +118.9% | +137.1% |
| 3Y | +1,344.4% | +85.9% | +1,258.5% | +763.8% |
| 5Y | +541.2% | +50.0% | +491.2% | +385.9% |
| All | +1,499.9% | +299.9% | +1,200.1% | +113.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling