+575.8%
LITE vs MULL
+1,070.1%
-494.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -0.9% |
| 7D | -13.9% | -32.2% | +18.3% | -2.4% |
| 30D | -46.9% | -55.4% | +8.5% | -30.6% |
| 3M | -28.0% | -41.3% | +13.2% | -15.2% |
| 6M | -35.2% | -44.9% | +9.7% | -33.3% |
| YTD | +58.9% | +192.4% | -133.5% | -23.3% |
| 1Y | +125.3% | +239.4% | -114.1% | -0.4% |
| All | +575.8% | +1,070.1% | -494.3% | +53.5% |
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