+1,668.5%
LITE vs MXL
+166.4%
+1,502.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.5% | +2.0% |
| 7D | -1.5% | +1.6% | -3.2% | -2.1% |
| 30D | +6.7% | -7.0% | +13.7% | +9.5% |
| 3M | -6.8% | -33.4% | +26.7% | +4.9% |
| 6M | +29.4% | +260.2% | -230.7% | -32.3% |
| YTD | +139.1% | +260.0% | -120.9% | +25.1% |
| 1Y | +521.0% | +303.5% | +217.5% | +206.6% |
| All | +1,668.5% | +166.4% | +1,502.1% | +724.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling