-24.1%
EWY vs LITE
-47.8%
+23.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -18.7% | +5.2% | -5.9% |
| 7D | -18.6% | -44.6% | +25.9% | +1.7% |
| 30D | -29.4% | -55.0% | +25.7% | -4.6% |
| 3M | -22.2% | -38.3% | +16.1% | -9.3% |
| 6M | -24.1% | -48.8% | +24.6% | -9.0% |
| All | -24.1% | -47.8% | +23.7% | -9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling