+129.4%
LITE vs MXL
+265.9%
-136.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +13.7% | -3.0% | +5.6% |
| 7D | -12.9% | -8.8% | -4.1% | -9.8% |
| 30D | -46.0% | -41.9% | -4.1% | -34.5% |
| 3M | -33.0% | -25.4% | -7.6% | -25.5% |
| 6M | -34.0% | -44.0% | +10.0% | -22.5% |
| YTD | +61.7% | +220.8% | -159.0% | -18.0% |
| All | +129.4% | +265.9% | -136.5% | +2.5% |
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