+5,474.9%
MU vs LITE
+4,637.9%
+837.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +4.3% |
| 7D | +9.0% | -1.5% | +10.5% | +9.7% |
| 30D | +13.8% | +6.7% | +7.2% | +9.4% |
| 3M | +2.1% | -6.8% | +8.8% | +5.0% |
| 6M | +153.8% | +29.4% | +124.4% | +118.0% |
| YTD | +256.4% | +139.1% | +117.3% | +127.8% |
| 1Y | +719.8% | +521.0% | +198.8% | +236.5% |
| 3Y | +1,360.4% | +1,535.3% | -174.9% | +274.2% |
| 5Y | +1,312.4% | +889.8% | +422.6% | +331.4% |
| 10Y | +6,142.6% | +2,400.7% | +3,741.9% | +1,266.2% |
| All | +5,474.9% | +4,637.9% | +837.0% | +1,041.7% |
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 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