+901.5%
LITE vs ECL
+31.2%
+870.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.1% | +3.9% | +4.0% |
| 7D | -1.5% | -2.6% | +1.1% | -0.6% |
| 30D | +6.7% | -2.2% | +8.8% | +7.2% |
| 3M | -6.8% | +10.1% | -16.9% | -11.8% |
| 6M | +29.4% | -5.7% | +35.2% | +31.4% |
| YTD | +139.1% | +7.0% | +132.1% | +128.4% |
| 1Y | +521.0% | +2.7% | +518.3% | +501.2% |
| 3Y | +1,535.3% | +57.7% | +1,477.6% | +1,181.3% |
| All | +901.5% | +31.2% | +870.3% | +720.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling