+3,773.6%
MU vs LITE
+1,302.2%
+2,471.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -18.7% | +1.2% | -8.8% |
| 7D | -29.7% | -44.6% | +14.8% | -8.2% |
| 30D | -37.2% | -55.0% | +17.8% | -10.4% |
| 3M | -26.5% | -38.3% | +11.8% | -11.5% |
| 6M | +2.6% | -48.8% | +51.3% | +33.4% |
| YTD | +130.1% | +38.3% | +91.9% | +78.9% |
| 1Y | +176.7% | +119.0% | +57.7% | +70.5% |
| 3Y | +813.1% | +1,092.0% | -278.9% | +139.4% |
| 5Y | +822.0% | +446.1% | +375.9% | +229.7% |
| All | +3,773.6% | +1,302.2% | +2,471.4% | +839.4% |
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 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