+1,172.1%
LITE vs ED
+44.5%
+1,127.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.0% | +3.1% |
| 7D | -35.9% | +1.6% | -37.6% | -34.2% |
| 30D | -51.5% | +13.3% | -64.8% | -43.8% |
| 3M | -35.7% | +9.7% | -45.4% | -28.0% |
| 6M | -43.0% | +12.8% | -55.7% | -33.5% |
| YTD | +46.1% | +22.3% | +23.8% | +85.2% |
| 1Y | +124.7% | +26.3% | +98.4% | +196.0% |
| 3Y | +1,172.1% | +45.0% | +1,127.0% | +1,554.8% |
| All | +1,172.1% | +44.5% | +1,127.5% | +1,554.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling