+1,103.8%
LITE vs ECL
+81.2%
+1,022.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -18.3% |
| 7D | -44.6% | +1.7% | -46.2% | -44.6% |
| 30D | -55.0% | +8.9% | -63.9% | -55.5% |
| 3M | -38.3% | +7.4% | -45.7% | -38.8% |
| 6M | -48.8% | +19.3% | -68.1% | -51.3% |
| YTD | +38.3% | +17.4% | +20.8% | +32.0% |
| 1Y | +119.0% | +19.4% | +99.6% | +107.5% |
| All | +1,103.8% | +81.2% | +1,022.6% | +707.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling