+2,502.5%
LITE vs EFX
+40.1%
+2,462.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.1% | +14.1% | +12.0% |
| 7D | +12.6% | -7.8% | +20.4% | +15.1% |
| 30D | +9.9% | -5.7% | +15.6% | +10.9% |
| 3M | +9.3% | +2.5% | +6.8% | +4.8% |
| 6M | +75.2% | -16.7% | +91.9% | +79.8% |
| YTD | +165.5% | -20.2% | +185.7% | +172.0% |
| 1Y | +555.0% | -31.4% | +586.4% | +610.6% |
| 3Y | +1,870.5% | -10.5% | +1,881.0% | +1,727.3% |
| 5Y | +1,009.8% | -35.2% | +1,045.0% | +1,061.2% |
| 10Y | +2,502.5% | +40.2% | +2,462.3% | +1,758.2% |
| All | +2,502.5% | +40.1% | +2,462.4% | +1,758.2% |
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