+1,533.3%
LITE vs EFX
+63.8%
+1,469.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +10.9% |
| 7D | -12.9% | -2.2% | -10.7% | -12.6% |
| 30D | -46.0% | +29.2% | -75.2% | -50.4% |
| 3M | -33.0% | +3.5% | -36.5% | -35.2% |
| 6M | -34.0% | +7.8% | -41.8% | -38.6% |
| YTD | +61.7% | -12.4% | +74.2% | +59.0% |
| 1Y | +148.3% | -8.2% | +156.5% | +138.6% |
| 3Y | +1,408.5% | +4.7% | +1,403.8% | +1,206.3% |
| 5Y | +546.2% | -32.0% | +578.2% | +563.9% |
| 10Y | +1,533.3% | +69.1% | +1,464.3% | +908.9% |
| All | +1,533.3% | +63.8% | +1,469.5% | +908.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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