+219.4%
EWY vs LITE
+1,569.9%
-1,350.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.7% | -7.0% | +1.3% |
| 7D | -6.3% | -12.9% | +6.6% | -3.4% |
| 30D | -19.8% | -46.0% | +26.1% | -8.8% |
| 3M | -14.4% | -33.0% | +18.6% | -7.8% |
| 6M | -25.3% | -34.0% | +8.7% | -20.0% |
| YTD | +46.2% | +61.7% | -15.6% | +28.9% |
| 1Y | +58.3% | +148.3% | -90.0% | +26.6% |
| 3Y | +155.0% | +1,408.5% | -1,253.5% | +32.3% |
| 5Y | +99.5% | +546.2% | -446.7% | +19.9% |
| 10Y | +219.4% | +1,533.3% | -1,313.9% | +67.6% |
| All | +219.4% | +1,569.9% | -1,350.5% | +67.6% |
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