+1,077.1%
MRVL vs LITE
+1,381.7%
-304.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | +0.1% | +3.1% |
| 7D | -28.1% | -35.9% | +7.8% | -11.3% |
| 30D | -50.4% | -51.5% | +1.1% | -30.5% |
| 3M | -32.9% | -35.7% | +2.8% | -18.8% |
| 6M | -17.9% | -43.0% | +25.0% | +5.5% |
| YTD | +66.4% | +46.1% | +20.3% | +27.3% |
| 1Y | +51.5% | +124.7% | -73.2% | -9.1% |
| 3Y | +177.9% | +1,172.1% | -994.2% | -32.2% |
| 5Y | +100.0% | +477.0% | -377.0% | -31.1% |
| All | +1,077.1% | +1,381.7% | -304.6% | +191.5% |
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