+490.8%
LITE vs EFX
-31.2%
+522.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +5.9% |
| 7D | -35.9% | +2.7% | -38.6% | -36.3% |
| 30D | -51.5% | +33.1% | -84.6% | -53.9% |
| 3M | -35.7% | +8.2% | -43.9% | -37.2% |
| 6M | -43.0% | +10.2% | -53.1% | -45.6% |
| YTD | +46.1% | -11.8% | +58.0% | +47.1% |
| 1Y | +124.7% | -6.1% | +130.8% | +119.7% |
| 3Y | +1,172.1% | +7.5% | +1,164.6% | +1,004.9% |
| All | +490.8% | -31.2% | +522.0% | +489.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling