+2,259.5%
LITE vs EFV
+164.4%
+2,095.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.2% |
| 7D | -1.5% | +1.5% | -3.0% | -3.3% |
| 30D | +6.7% | +1.7% | +4.9% | +4.6% |
| 3M | -6.8% | +8.6% | -15.4% | -15.1% |
| 6M | +29.4% | +11.7% | +17.8% | +14.9% |
| YTD | +139.1% | +19.3% | +119.8% | +96.6% |
| 1Y | +521.0% | +30.2% | +490.8% | +366.0% |
| 3Y | +1,535.3% | +91.6% | +1,443.7% | +710.2% |
| 5Y | +889.8% | +96.4% | +793.5% | +375.5% |
| All | +2,259.5% | +164.4% | +2,095.1% | +725.9% |
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