+1,402.3%
LITE vs EFX
+66.3%
+1,336.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.2% |
| 7D | -35.9% | +2.7% | -38.6% | -36.7% |
| 30D | -51.5% | +33.1% | -84.6% | -55.9% |
| 3M | -35.7% | +8.2% | -43.9% | -38.6% |
| 6M | -43.0% | +10.2% | -53.1% | -47.3% |
| YTD | +46.1% | -11.8% | +58.0% | +43.4% |
| 1Y | +124.7% | -6.1% | +130.8% | +114.0% |
| 3Y | +1,172.1% | +7.5% | +1,164.6% | +990.0% |
| 5Y | +477.0% | -30.7% | +507.7% | +488.3% |
| All | +1,402.3% | +66.3% | +1,336.1% | +856.1% |
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