+1,587.5%
LITE vs ECL
+196.4%
+1,391.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -13.9% | +0.4% | -14.4% | -13.9% |
| 30D | -46.9% | +8.6% | -55.5% | -49.0% |
| 3M | -28.0% | +7.9% | -35.9% | -30.9% |
| 6M | -35.2% | +21.0% | -56.2% | -42.0% |
| YTD | +58.9% | +17.5% | +41.4% | +43.9% |
| 1Y | +125.3% | +19.7% | +105.7% | +102.2% |
| 3Y | +1,344.4% | +77.4% | +1,267.0% | +944.0% |
| 5Y | +541.2% | +38.7% | +502.5% | +415.2% |
| 10Y | +1,587.5% | +193.5% | +1,394.0% | +802.2% |
| All | +1,587.5% | +196.4% | +1,391.1% | +802.2% |
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