+5,083.9%
LITE vs EFV
+141.7%
+4,942.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | -1.5% | +1.5% | -3.0% | -3.1% |
| 30D | +6.7% | +1.7% | +4.9% | +4.8% |
| 3M | -6.8% | +8.6% | -15.4% | -14.2% |
| 6M | +29.4% | +11.7% | +17.8% | +16.5% |
| YTD | +139.1% | +19.3% | +119.8% | +101.1% |
| 1Y | +521.0% | +30.2% | +490.8% | +381.5% |
| 3Y | +1,535.3% | +91.6% | +1,443.7% | +781.4% |
| 5Y | +889.8% | +96.4% | +793.5% | +419.8% |
| 10Y | +2,400.7% | +166.5% | +2,234.2% | +960.2% |
| All | +5,083.9% | +141.7% | +4,942.1% | +1,871.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling