+98.8%
EWY vs LITE
+545.8%
-446.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | -10.2% | -13.9% | +3.7% | -7.0% |
| 30D | -21.5% | -46.9% | +25.5% | -9.4% |
| 3M | -14.7% | -28.0% | +13.3% | -9.0% |
| 6M | -26.8% | -35.2% | +8.4% | -21.0% |
| YTD | +43.2% | +58.9% | -15.7% | +28.3% |
| 1Y | +48.7% | +125.3% | -76.6% | +23.0% |
| 3Y | +147.9% | +1,344.4% | -1,196.5% | +28.1% |
| 5Y | +98.8% | +541.2% | -442.3% | +24.9% |
| All | +98.8% | +545.8% | -446.9% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling