+562.5%
LITE vs EFX
-30.1%
+592.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | +10.8% | -0.8% | +11.5% | +10.9% |
| 30D | -33.4% | +25.1% | -58.6% | -36.1% |
| 3M | -32.2% | +1.7% | -33.9% | -32.9% |
| 6M | -42.1% | +18.4% | -60.5% | -45.9% |
| YTD | +61.9% | -12.5% | +74.4% | +63.1% |
| 1Y | +163.0% | -8.1% | +171.1% | +158.9% |
| 3Y | +1,358.0% | +4.8% | +1,353.2% | +1,177.7% |
| All | +562.5% | -30.1% | +592.6% | +564.2% |
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