+1,938.3%
LITE vs MTUM
+116.3%
+1,822.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.7% |
| 7D | +13.6% | +4.1% | +9.5% | +5.1% |
| 30D | +21.6% | +0.6% | +20.9% | +21.8% |
| 3M | +20.3% | -0.6% | +21.0% | +26.1% |
| 6M | +54.4% | +25.3% | +29.0% | +3.2% |
| YTD | +168.3% | +23.8% | +144.5% | +84.0% |
| 1Y | +551.8% | +25.4% | +526.4% | +350.9% |
| All | +1,938.3% | +116.3% | +1,822.0% | +511.2% |
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