+1,172.1%
LITE vs EFV
+84.2%
+1,087.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.1% | +7.6% |
| 7D | -35.9% | -0.7% | -35.3% | -35.4% |
| 30D | -51.5% | +0.9% | -52.4% | -52.1% |
| 3M | -35.7% | -3.6% | -32.2% | -32.7% |
| 6M | -43.0% | +2.5% | -45.5% | -45.2% |
| YTD | +46.1% | +13.2% | +32.9% | +21.5% |
| 1Y | +124.7% | +20.3% | +104.4% | +71.4% |
| 3Y | +1,172.1% | +84.9% | +1,087.1% | +395.0% |
| All | +1,172.1% | +84.2% | +1,087.8% | +395.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling