+3,574.4%
LITE vs MTUM
+325.8%
+3,248.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.8% | -3.8% |
| 7D | +22.6% | +10.8% | +11.8% | +7.2% |
| 30D | -36.8% | -11.4% | -25.4% | -22.7% |
| 3M | -33.0% | -11.7% | -21.3% | -16.5% |
| 6M | -37.1% | -8.2% | -28.8% | -22.9% |
| YTD | +69.5% | +11.3% | +58.2% | +66.2% |
| 1Y | +146.1% | +11.0% | +135.1% | +145.7% |
| 3Y | +1,440.8% | +93.2% | +1,347.6% | +811.4% |
| 5Y | +580.4% | +54.8% | +525.7% | +405.7% |
| 10Y | +1,606.7% | +316.2% | +1,290.5% | +434.2% |
| All | +3,574.4% | +325.8% | +3,248.6% | +1,112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling