+1,402.3%
LITE vs ECL
+199.1%
+1,203.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +6.4% |
| 7D | -35.9% | -0.8% | -35.2% | -35.8% |
| 30D | -51.5% | +8.1% | -59.6% | -53.3% |
| 3M | -35.7% | +6.4% | -42.1% | -38.0% |
| 6M | -43.0% | +14.8% | -57.7% | -47.6% |
| YTD | +46.1% | +15.5% | +30.7% | +33.3% |
| 1Y | +124.7% | +20.1% | +104.6% | +101.0% |
| 3Y | +1,172.1% | +77.8% | +1,094.3% | +817.7% |
| 5Y | +477.0% | +37.9% | +439.2% | +364.2% |
| All | +1,402.3% | +199.1% | +1,203.2% | +754.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling