+562.5%
LITE vs EFV
+93.2%
+469.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -4.9% | -4.9% |
| 7D | +10.8% | +2.5% | +8.2% | +7.7% |
| 30D | -33.4% | +2.9% | -36.4% | -35.6% |
| 3M | -32.2% | -1.4% | -30.8% | -31.3% |
| 6M | -42.1% | +5.5% | -47.6% | -45.8% |
| YTD | +61.9% | +16.1% | +45.8% | +36.3% |
| 1Y | +163.0% | +20.3% | +142.7% | +113.0% |
| 3Y | +1,358.0% | +90.4% | +1,267.6% | +635.3% |
| All | +562.5% | +93.2% | +469.2% | +237.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling