+156.7%
LITE vs MULL
+338.1%
-181.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +24.0% | -13.4% | +2.7% |
| 7D | +3.4% | -2.5% | +5.9% | +3.0% |
| 30D | -34.9% | -40.1% | +5.2% | -24.6% |
| 3M | -21.0% | -28.2% | +7.2% | -14.0% |
| 6M | -38.5% | -39.6% | +1.1% | -36.8% |
| YTD | +75.8% | +262.6% | -186.8% | -14.7% |
| 1Y | +156.7% | +366.2% | -209.5% | +8.8% |
| All | +156.7% | +338.1% | -181.5% | +8.8% |
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