+521.0%
LITE vs EL
+14.8%
+506.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +4.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.5% |
| 30D | +6.7% | +19.8% | -13.2% | +9.3% |
| 3M | -6.8% | +25.7% | -32.5% | -3.5% |
| 6M | +29.4% | +5.4% | +24.0% | +35.0% |
| YTD | +139.1% | +0.2% | +138.9% | +140.2% |
| 1Y | +521.0% | +20.4% | +500.6% | +477.7% |
| All | +521.0% | +14.8% | +506.2% | +477.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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