+5,083.9%
LITE vs ED
+159.1%
+4,924.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | +6.7% | -0.1% | +6.8% | +6.7% |
| 3M | -6.8% | +3.9% | -10.7% | -6.9% |
| 6M | +29.4% | -3.0% | +32.5% | +29.5% |
| YTD | +139.1% | +10.7% | +128.4% | +137.9% |
| 1Y | +521.0% | +13.3% | +507.7% | +515.9% |
| 3Y | +1,535.3% | +34.5% | +1,500.8% | +1,434.4% |
| 5Y | +889.8% | +67.1% | +822.7% | +776.2% |
| 10Y | +2,400.7% | +103.0% | +2,297.7% | +2,053.7% |
| All | +5,083.9% | +159.1% | +4,924.7% | +3,122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling