+1,426.5%
LITE vs EFV
+91.1%
+1,335.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.4% |
| 7D | +22.6% | +0.7% | +21.8% | +21.4% |
| 30D | -36.8% | +2.0% | -38.8% | -38.4% |
| 3M | -33.0% | -1.6% | -31.4% | -31.7% |
| 6M | -37.1% | +5.8% | -42.8% | -42.1% |
| YTD | +69.5% | +15.6% | +53.8% | +37.0% |
| 1Y | +146.1% | +19.0% | +127.1% | +91.4% |
| All | +1,426.5% | +91.1% | +1,335.5% | +457.9% |
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 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