+1,499.9%
LITE vs EFV
+161.3%
+1,338.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | -13.9% | +2.1% | -16.0% | -15.9% |
| 30D | -46.9% | +3.1% | -50.0% | -48.7% |
| 3M | -28.0% | -1.3% | -26.7% | -27.2% |
| 6M | -35.2% | +6.0% | -41.2% | -39.4% |
| YTD | +58.9% | +15.8% | +43.0% | +34.8% |
| 1Y | +125.3% | +21.1% | +104.2% | +82.4% |
| 3Y | +1,344.4% | +91.0% | +1,253.4% | +617.1% |
| 5Y | +541.2% | +94.3% | +446.9% | +211.7% |
| All | +1,499.9% | +161.3% | +1,338.6% | +502.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling