+3,068.2%
LITE vs EFX
+107.7%
+2,960.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.2% |
| 7D | -35.9% | +2.7% | -38.6% | -36.7% |
| 30D | -51.5% | +33.1% | -84.6% | -56.0% |
| 3M | -35.7% | +8.2% | -43.9% | -38.7% |
| 6M | -43.0% | +10.2% | -53.1% | -47.4% |
| YTD | +46.1% | -11.8% | +58.0% | +43.2% |
| 1Y | +124.7% | -6.1% | +130.8% | +113.8% |
| 3Y | +1,172.1% | +7.5% | +1,164.6% | +992.5% |
| 5Y | +477.0% | -30.7% | +507.7% | +487.4% |
| 10Y | +1,465.7% | +68.7% | +1,397.0% | +922.6% |
| All | +3,068.2% | +107.7% | +2,960.5% | +1,976.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling