+446.1%
LITE vs ED
+86.8%
+359.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +0.9% | -19.6% | -18.2% |
| 7D | -44.6% | +5.2% | -49.7% | -42.9% |
| 30D | -55.0% | +15.5% | -70.6% | -51.4% |
| 3M | -38.3% | +13.0% | -51.3% | -34.0% |
| 6M | -48.8% | +13.1% | -61.9% | -44.8% |
| YTD | +38.3% | +25.3% | +13.0% | +54.8% |
| 1Y | +119.0% | +30.5% | +88.4% | +149.3% |
| 3Y | +1,092.0% | +49.3% | +1,042.7% | +1,213.4% |
| 5Y | +446.1% | +84.6% | +361.5% | +484.1% |
| All | +446.1% | +86.8% | +359.3% | +484.1% |
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