+2,502.5%
LITE vs MXL
+243.3%
+2,259.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.0% | +5.0% | +8.8% |
| 7D | +12.6% | +15.5% | -2.9% | +6.8% |
| 30D | +9.9% | -11.3% | +21.2% | +15.1% |
| 3M | +9.3% | -16.1% | +25.4% | +14.0% |
| 6M | +75.2% | +323.0% | -247.8% | -16.4% |
| YTD | +165.5% | +281.5% | -116.0% | +32.7% |
| 1Y | +555.0% | +319.3% | +235.7% | +212.9% |
| 3Y | +1,870.5% | +189.4% | +1,681.1% | +846.8% |
| 5Y | +1,009.8% | +26.0% | +983.8% | +567.1% |
| 10Y | +2,502.5% | +243.5% | +2,259.0% | +733.3% |
| All | +2,502.5% | +243.3% | +2,259.2% | +733.3% |
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