+196.8%
EWY vs LITE
+1,381.7%
-1,184.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +2.8% |
| 7D | -10.4% | -35.9% | +25.5% | -1.5% |
| 30D | -25.4% | -51.5% | +26.1% | -13.0% |
| 3M | -16.5% | -35.7% | +19.2% | -9.1% |
| 6M | -24.7% | -43.0% | +18.3% | -16.7% |
| YTD | +40.9% | +46.1% | -5.2% | +27.3% |
| 1Y | +49.8% | +124.7% | -74.9% | +22.7% |
| 3Y | +134.8% | +1,172.1% | -1,037.2% | +26.4% |
| 5Y | +91.4% | +477.0% | -385.6% | +18.0% |
| All | +196.8% | +1,381.7% | -1,184.9% | +58.7% |
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 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