+562.5%
LITE vs MXL
-19.3%
+581.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.4% | +0.9% | -2.4% |
| 7D | +10.8% | +13.4% | -2.6% | +5.8% |
| 30D | -33.4% | -29.2% | -4.2% | -23.7% |
| 3M | -32.2% | -27.2% | -5.0% | -23.8% |
| 6M | -42.1% | -36.4% | -5.7% | -33.4% |
| YTD | +61.9% | +220.0% | -158.2% | -9.4% |
| 1Y | +163.0% | +304.8% | -141.8% | +34.3% |
| 3Y | +1,358.0% | +238.5% | +1,119.5% | +600.4% |
| All | +562.5% | -19.3% | +581.7% | +380.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling