+107.2%
LITE vs MXL
+221.9%
-114.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +11.0% | -5.3% | +1.6% |
| 7D | -35.9% | -27.1% | -8.8% | -27.7% |
| 30D | -51.5% | -54.2% | +2.7% | -36.3% |
| 3M | -35.7% | -29.9% | -5.8% | -26.4% |
| 6M | -43.0% | -39.5% | -3.5% | -32.7% |
| YTD | +46.1% | +182.2% | -136.0% | -22.3% |
| All | +107.2% | +221.9% | -114.6% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling