+620.9%
LITE vs MULL
+1,303.2%
-682.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.5% |
| 7D | +22.6% | +43.3% | -20.7% | +7.8% |
| 30D | -36.8% | -37.4% | +0.7% | -26.6% |
| 3M | -33.0% | -36.8% | +3.8% | -23.7% |
| 6M | -37.1% | -36.9% | -0.2% | -38.6% |
| YTD | +69.5% | +250.7% | -181.2% | -23.5% |
| 1Y | +146.1% | +337.6% | -191.5% | -0.9% |
| All | +620.9% | +1,303.2% | -682.3% | +53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling