+124.7%
LITE vs ECL
+17.6%
+107.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.7% | +7.4% | +4.9% |
| 7D | -35.9% | -0.8% | -35.2% | -35.7% |
| 30D | -51.5% | +8.1% | -59.6% | -49.5% |
| 3M | -35.7% | +6.4% | -42.1% | -33.2% |
| 6M | -43.0% | +14.8% | -57.7% | -40.3% |
| YTD | +46.1% | +15.5% | +30.7% | +49.7% |
| 1Y | +124.7% | +20.1% | +104.6% | +122.0% |
| All | +124.7% | +17.6% | +107.1% | +122.0% |
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