+1,587.5%
LITE vs ED
+136.7%
+1,450.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.5% | -1.7% |
| 7D | -13.9% | +2.1% | -16.0% | -13.8% |
| 30D | -46.9% | +12.4% | -59.4% | -46.6% |
| 3M | -28.0% | +13.1% | -41.2% | -27.6% |
| 6M | -35.2% | +14.1% | -49.3% | -34.9% |
| YTD | +58.9% | +23.1% | +35.8% | +59.3% |
| 1Y | +125.3% | +25.4% | +99.9% | +125.7% |
| 3Y | +1,344.4% | +47.9% | +1,296.6% | +1,271.3% |
| 5Y | +541.2% | +81.9% | +459.3% | +474.6% |
| 10Y | +1,587.5% | +141.3% | +1,446.3% | +1,416.8% |
| All | +1,587.5% | +136.7% | +1,450.8% | +1,416.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling