+48.7%
EWY vs LITE
+128.1%
-79.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.5% |
| 7D | -10.2% | -13.9% | +3.7% | -6.4% |
| 30D | -21.5% | -46.9% | +25.5% | -7.1% |
| 3M | -14.7% | -28.0% | +13.3% | -7.9% |
| 6M | -26.8% | -35.2% | +8.4% | -20.1% |
| YTD | +43.2% | +58.9% | -15.7% | +43.4% |
| 1Y | +48.7% | +125.3% | -76.6% | +44.5% |
| All | +48.7% | +128.1% | -79.3% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling