+353.6%
EWY vs LITE
+4,637.9%
-4,284.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.0% | +0.6% | +3.8% |
| 7D | +4.8% | -1.5% | +6.3% | +5.1% |
| 30D | +11.7% | +6.7% | +5.0% | +9.8% |
| 3M | -7.4% | -6.8% | -0.6% | -6.6% |
| 6M | +40.6% | +29.4% | +11.1% | +31.3% |
| YTD | +94.3% | +139.1% | -44.8% | +60.9% |
| 1Y | +164.3% | +521.0% | -356.7% | +79.8% |
| 3Y | +221.0% | +1,535.3% | -1,314.3% | +72.6% |
| 5Y | +139.1% | +889.8% | -750.7% | +37.9% |
| 10Y | +298.8% | +2,400.7% | -2,101.9% | +100.2% |
| All | +353.6% | +4,637.9% | -4,284.3% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling