+5,083.9%
LITE vs MXL
+453.3%
+4,630.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 6M | +29.4% | +260.2% | -230.7% | -30.4% |
| YTD | +139.1% | +260.0% | -120.9% | +28.6% |
| 1Y | +521.0% | +303.5% | +217.5% | +218.5% |
| 3Y | +1,535.3% | +160.4% | +1,374.8% | +768.7% |
| 5Y | +889.8% | +14.7% | +875.1% | +541.9% |
| 10Y | +2,400.7% | +215.6% | +2,185.1% | +906.2% |
| All | +5,083.9% | +453.3% | +4,630.6% | +1,995.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling