+1,224.2%
MRVL vs LITE
+1,482.6%
-258.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.6% | +0.7% |
| 7D | -10.2% | -13.9% | +3.7% | -3.3% |
| 30D | -43.9% | -46.9% | +3.0% | -24.6% |
| 3M | -26.0% | -28.0% | +2.1% | -14.8% |
| 6M | -9.2% | -35.2% | +26.0% | +10.0% |
| YTD | +82.0% | +58.9% | +23.1% | +33.9% |
| 1Y | +65.9% | +125.3% | -59.4% | -0.3% |
| 3Y | +185.0% | +1,344.4% | -1,159.4% | -34.3% |
| 5Y | +121.5% | +541.2% | -419.7% | -27.2% |
| 10Y | +1,224.2% | +1,587.5% | -363.4% | +220.8% |
| All | +1,224.2% | +1,482.6% | -258.5% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LITE.
Daily Out/Under-Performance
Portfolio return minus LITE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LITE 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 10y: compounded portfolio wealth divided by compounded LITE 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…
10y analysis · Full analysis span regression · 6 months rolling