+521.6%
LITE vs MULL
+968.6%
-447.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.1% | -3.4% | +2.5% |
| 7D | -35.9% | -42.7% | +6.8% | -22.8% |
| 30D | -51.5% | -63.8% | +12.2% | -32.1% |
| 3M | -35.7% | -49.0% | +13.3% | -20.6% |
| 6M | -43.0% | -38.2% | -4.8% | -44.6% |
| YTD | +46.1% | +167.0% | -120.9% | -27.2% |
| 1Y | +124.7% | +247.7% | -123.0% | -2.0% |
| All | +521.6% | +968.6% | -447.0% | +45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling