-20.8%
MRVL vs LITE
-47.8%
+26.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -18.7% | +2.2% | -3.5% |
| 7D | -38.8% | -44.6% | +5.7% | -8.6% |
| 30D | -53.5% | -55.0% | +1.6% | -20.7% |
| 3M | -36.7% | -38.3% | +1.6% | -16.3% |
| 6M | -20.8% | -48.8% | +27.9% | +20.1% |
| All | -20.8% | -47.8% | +26.9% | +20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling