+1,408.5%
LITE vs MTUM
+88.0%
+1,320.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +0.7% |
| 7D | -12.9% | -2.8% | -10.1% | -6.0% |
| 30D | -46.0% | -16.4% | -29.6% | -18.9% |
| 3M | -33.0% | -13.4% | -19.7% | -4.3% |
| 6M | -34.0% | -11.1% | -22.9% | -8.7% |
| YTD | +61.7% | +7.3% | +54.5% | +55.7% |
| 1Y | +148.3% | +8.5% | +139.8% | +139.0% |
| 3Y | +1,408.5% | +89.5% | +1,319.0% | +585.3% |
| All | +1,408.5% | +88.0% | +1,320.5% | +585.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling