+125.3%
LITE vs EFX
-8.7%
+134.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -13.9% | +0.3% | -14.2% | -13.4% |
| 30D | -46.9% | +29.1% | -76.0% | -35.3% |
| 3M | -28.0% | +4.3% | -32.3% | -22.8% |
| 6M | -35.2% | +7.7% | -42.9% | -26.5% |
| YTD | +58.9% | -12.5% | +71.3% | +58.0% |
| 1Y | +125.3% | -8.8% | +134.1% | +125.7% |
| All | +125.3% | -8.7% | +134.0% | +125.7% |
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