+580.4%
LITE vs EEM
+32.6%
+547.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.2% | -1.4% |
| 7D | +22.6% | +5.3% | +17.2% | +14.2% |
| 30D | -36.8% | -7.0% | -29.8% | -27.9% |
| 3M | -33.0% | -8.0% | -25.0% | -21.7% |
| 6M | -37.1% | -6.6% | -30.4% | -26.4% |
| YTD | +69.5% | +12.3% | +57.1% | +55.4% |
| 1Y | +146.1% | +12.2% | +134.0% | +127.9% |
| 3Y | +1,440.8% | +71.2% | +1,369.6% | +810.8% |
| 5Y | +580.4% | +32.2% | +548.2% | +426.1% |
| All | +580.4% | +32.6% | +547.8% | +426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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