+2,898.2%
LITE vs ECL
+209.0%
+2,689.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -2.9% | -15.8% | -17.5% |
| 7D | -44.6% | +1.7% | -46.2% | -45.0% |
| 30D | -55.0% | +8.9% | -63.9% | -56.7% |
| 3M | -38.3% | +7.4% | -45.7% | -40.5% |
| 6M | -48.8% | +19.3% | -68.1% | -53.5% |
| YTD | +38.3% | +17.4% | +20.8% | +26.1% |
| 1Y | +119.0% | +19.4% | +99.6% | +98.0% |
| 3Y | +1,092.0% | +80.5% | +1,011.5% | +775.9% |
| 5Y | +446.1% | +40.2% | +405.8% | +342.0% |
| 10Y | +1,381.7% | +207.8% | +1,173.8% | +829.2% |
| All | +2,898.2% | +209.0% | +2,689.2% | +1,799.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling