+1,563.7%
LITE vs EFX
-11.7%
+1,575.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.4% | +10.4% | +4.0% |
| 7D | -1.5% | -8.6% | +7.1% | -1.5% |
| 30D | +6.7% | +0.1% | +6.5% | +6.4% |
| 3M | -6.8% | +3.8% | -10.6% | -7.8% |
| 6M | +29.4% | -13.5% | +43.0% | +33.0% |
| YTD | +139.1% | -17.7% | +156.8% | +145.6% |
| 1Y | +521.0% | -25.6% | +546.6% | +557.0% |
| All | +1,563.7% | -11.7% | +1,575.4% | +1,415.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling