+229.5%
EWY vs LITE
+1,530.1%
-1,300.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.7% | -0.8% |
| 7D | +4.2% | +10.8% | -6.6% | +1.7% |
| 30D | -10.7% | -33.4% | +22.8% | -2.8% |
| 3M | -20.1% | -32.2% | +12.2% | -13.9% |
| 6M | -24.3% | -42.1% | +17.8% | -16.7% |
| YTD | +46.9% | +61.9% | -15.0% | +29.5% |
| 1Y | +55.2% | +163.0% | -107.8% | +22.8% |
| 3Y | +157.0% | +1,358.0% | -1,201.1% | +34.0% |
| 5Y | +98.9% | +549.9% | -451.0% | +19.2% |
| All | +229.5% | +1,530.1% | -1,300.6% | +72.8% |
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