+1,009.8%
LITE vs MTUM
+78.8%
+931.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.8% | +9.0% |
| 7D | +12.6% | +4.1% | +8.5% | +5.8% |
| 30D | +9.9% | -0.2% | +10.1% | +11.8% |
| 3M | +9.3% | -1.9% | +11.2% | +17.2% |
| 6M | +75.2% | +28.1% | +47.1% | +27.2% |
| YTD | +165.5% | +23.6% | +141.9% | +103.6% |
| 1Y | +555.0% | +26.1% | +528.8% | +401.5% |
| 3Y | +1,870.5% | +116.8% | +1,753.6% | +786.1% |
| 5Y | +1,009.8% | +80.0% | +929.8% | +457.5% |
| All | +1,009.8% | +78.8% | +931.1% | +457.5% |
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