+593.6%
LITE vs ED
+82.6%
+511.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.5% |
| 7D | +22.6% | -1.7% | +24.3% | +21.6% |
| 30D | -36.8% | +10.7% | -47.5% | -33.0% |
| 3M | -33.0% | +11.6% | -44.7% | -28.7% |
| 6M | -37.1% | +13.5% | -50.6% | -32.2% |
| YTD | +69.5% | +23.1% | +46.3% | +88.3% |
| 1Y | +146.1% | +23.1% | +123.0% | +174.3% |
| 3Y | +1,440.8% | +47.9% | +1,392.9% | +1,582.4% |
| All | +593.6% | +82.6% | +511.0% | +642.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling