+96.9%
MRVL vs LITE
+477.4%
-380.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | +0.1% | +2.6% |
| 7D | -28.1% | -35.9% | +7.8% | -8.5% |
| 30D | -50.4% | -51.5% | +1.1% | -27.0% |
| 3M | -32.9% | -35.7% | +2.8% | -16.8% |
| 6M | -17.9% | -43.0% | +25.0% | +8.6% |
| YTD | +66.4% | +46.1% | +20.3% | +16.9% |
| 1Y | +51.5% | +124.7% | -73.2% | -22.8% |
| 3Y | +177.9% | +1,172.1% | -994.2% | -63.6% |
| All | +96.9% | +477.4% | -380.5% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling