+163.0%
LITE vs ECL
+19.9%
+143.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.6% | -6.1% | -3.9% |
| 7D | +10.8% | +2.9% | +7.9% | +11.9% |
| 30D | -33.4% | +7.5% | -40.9% | -30.9% |
| 3M | -32.2% | +12.2% | -44.5% | -28.3% |
| 6M | -42.1% | +24.6% | -66.7% | -40.3% |
| YTD | +61.9% | +18.8% | +43.1% | +66.8% |
| 1Y | +163.0% | +19.3% | +143.7% | +170.5% |
| All | +163.0% | +19.9% | +143.1% | +170.5% |
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