+546.2%
LITE vs MTUM
+46.8%
+499.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.9% | +5.8% | +2.4% |
| 7D | -12.9% | -2.8% | -10.1% | -7.0% |
| 30D | -46.0% | -16.4% | -29.6% | -24.0% |
| 3M | -33.0% | -13.4% | -19.7% | -9.4% |
| 6M | -34.0% | -11.1% | -22.9% | -11.8% |
| YTD | +61.7% | +7.3% | +54.5% | +64.0% |
| 1Y | +148.3% | +8.5% | +139.8% | +152.1% |
| 3Y | +1,408.5% | +89.5% | +1,319.0% | +777.1% |
| 5Y | +546.2% | +48.7% | +497.4% | +348.4% |
| All | +546.2% | +46.8% | +499.4% | +348.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling