+232.7%
LITE vs MULL
+444.9%
-212.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -13.8% | +5.9% | -3.3% |
| 7D | -31.4% | -35.9% | +4.5% | -20.7% |
| 30D | -42.6% | -47.3% | +4.7% | -29.7% |
| 3M | -26.2% | -30.6% | +4.4% | -17.7% |
| 6M | -35.8% | +13.7% | -49.5% | -47.5% |
| YTD | +70.0% | +272.1% | -202.1% | -25.8% |
| 1Y | +232.7% | +475.1% | -242.3% | +7.6% |
| All | +232.7% | +444.9% | -212.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling