+1,375.6%
LITE vs MXL
+138.4%
+1,237.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.0% | -5.3% | +1.4% |
| 7D | -35.9% | -27.1% | -8.8% | -27.0% |
| 30D | -51.5% | -54.2% | +2.7% | -34.1% |
| 3M | -35.7% | -29.9% | -5.8% | -26.2% |
| 6M | -43.0% | -39.5% | -3.5% | -33.5% |
| YTD | +46.1% | +182.2% | -136.0% | -17.9% |
| 1Y | +124.7% | +231.8% | -107.1% | +18.7% |
| 3Y | +1,172.1% | +195.9% | +976.2% | +513.0% |
| 5Y | +477.0% | -27.3% | +504.3% | +338.3% |
| All | +1,375.6% | +138.4% | +1,237.2% | +416.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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