+125.3%
LITE vs ECL
+20.7%
+104.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.9% |
| 7D | -13.9% | +0.4% | -14.4% | -13.5% |
| 30D | -46.9% | +8.6% | -55.5% | -44.6% |
| 3M | -28.0% | +7.9% | -35.9% | -24.6% |
| 6M | -35.2% | +21.0% | -56.2% | -32.7% |
| YTD | +58.9% | +17.5% | +41.4% | +64.7% |
| 1Y | +125.3% | +19.7% | +105.7% | +131.6% |
| All | +125.3% | +20.7% | +104.6% | +131.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling