+265.1%
MU vs LITE
+233.7%
+31.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -7.9% | +0.9% | -3.6% |
| 7D | -19.1% | -31.4% | +12.3% | -5.6% |
| 30D | -25.2% | -42.6% | +17.3% | -6.5% |
| 3M | -10.9% | -26.2% | +15.3% | -2.1% |
| 6M | +38.0% | -35.8% | +73.8% | +57.8% |
| YTD | +178.8% | +70.0% | +108.8% | +117.4% |
| 1Y | +265.1% | +232.7% | +32.4% | +106.8% |
| All | +265.1% | +233.7% | +31.4% | +106.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling