+216.2%
EWY vs LITE
+2,640.3%
-2,424.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LITE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -18.7% | +5.2% | -9.5% |
| 7D | -18.6% | -44.6% | +25.9% | -8.3% |
| 30D | -29.4% | -55.0% | +25.7% | -17.0% |
| 3M | -22.2% | -38.3% | +16.1% | -14.9% |
| 6M | -24.1% | -48.8% | +24.6% | -14.7% |
| YTD | +35.4% | +38.3% | -2.9% | +24.7% |
| 1Y | +39.3% | +119.0% | -79.7% | +16.5% |
| 3Y | +137.0% | +1,092.0% | -955.0% | +36.1% |
| 5Y | +83.9% | +446.1% | -362.1% | +19.0% |
| 10Y | +192.4% | +1,381.7% | -1,189.3% | +62.5% |
| All | +216.2% | +2,640.3% | -2,424.1% | +73.4% |
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