+2.6%
MU vs LITE
-47.8%
+50.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -18.7% | +1.2% | -7.0% |
| 7D | -29.7% | -44.6% | +14.8% | -3.8% |
| 30D | -37.2% | -55.0% | +17.8% | -4.5% |
| 3M | -26.5% | -38.3% | +11.8% | -10.2% |
| 6M | +2.6% | -48.8% | +51.3% | +34.2% |
| All | +2.6% | -47.8% | +50.3% | +34.2% |
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