+232.7%
LITE vs EFV
+25.8%
+206.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +3.1% | -11.0% | -11.9% |
| 7D | -31.4% | +2.9% | -34.3% | -34.2% |
| 30D | -42.6% | +3.6% | -46.2% | -45.4% |
| 3M | -26.2% | -0.1% | -26.1% | -26.4% |
| 6M | -35.8% | +9.6% | -45.4% | -44.8% |
| YTD | +70.0% | +17.0% | +53.1% | +26.5% |
| 1Y | +232.7% | +25.7% | +207.1% | +102.6% |
| All | +232.7% | +25.8% | +206.9% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling