+1,315.7%
MU vs LITE
+893.2%
+422.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +4.2% |
| 7D | +9.0% | -1.5% | +10.5% | +9.8% |
| 30D | +13.8% | +6.7% | +7.2% | +8.9% |
| 3M | +2.1% | -6.8% | +8.8% | +4.8% |
| 6M | +153.8% | +29.4% | +124.4% | +113.4% |
| YTD | +256.4% | +139.1% | +117.3% | +114.8% |
| 1Y | +719.8% | +521.0% | +198.8% | +193.7% |
| 3Y | +1,360.4% | +1,535.3% | -174.9% | +199.6% |
| All | +1,315.7% | +893.2% | +422.5% | +284.7% |
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