+489.9%
LITE vs EFX
-28.0%
+517.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.4% | 0.0% |
| 7D | -1.5% | -8.6% | +7.1% | -6.8% |
| 30D | +6.7% | +0.1% | +6.5% | +7.7% |
| 3M | -6.8% | +3.8% | -10.6% | -1.4% |
| 6M | +29.4% | -13.5% | +43.0% | +30.5% |
| YTD | +139.1% | -17.7% | +156.8% | +128.6% |
| All | +489.9% | -28.0% | +517.9% | +439.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling