+1,320.6%
MRVL vs LITE
+3,269.6%
-1,949.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.9% | +0.8% | -3.6% |
| 7D | -36.5% | -31.4% | -5.1% | -25.0% |
| 30D | -41.1% | -42.6% | +1.5% | -25.0% |
| 3M | -26.9% | -26.2% | -0.7% | -17.7% |
| 6M | -2.3% | -35.8% | +33.5% | +17.2% |
| YTD | +88.4% | +70.0% | +18.3% | +37.7% |
| 1Y | +82.7% | +232.7% | -150.0% | -5.2% |
| 3Y | +213.8% | +1,365.7% | -1,152.0% | -18.7% |
| 5Y | +127.4% | +609.5% | -482.1% | -21.3% |
| 10Y | +1,267.3% | +1,721.9% | -454.7% | +259.6% |
| All | +1,320.6% | +3,269.6% | -1,949.0% | +237.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling