+1,587.5%
LITE vs EL
+60.9%
+1,526.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | -13.9% | +7.6% | -21.5% | -15.7% |
| 30D | -46.9% | +15.7% | -62.6% | -49.3% |
| 3M | -28.0% | +30.5% | -58.6% | -34.6% |
| 6M | -35.2% | +32.5% | -67.8% | -42.2% |
| YTD | +58.9% | +9.4% | +49.4% | +46.7% |
| 1Y | +125.3% | +28.4% | +97.0% | +95.0% |
| 3Y | +1,344.4% | +4.4% | +1,340.0% | +1,153.7% |
| 5Y | +541.2% | -64.5% | +605.7% | +772.9% |
| 10Y | +1,587.5% | +64.9% | +1,522.6% | +1,066.7% |
| All | +1,587.5% | +60.9% | +1,526.7% | +1,066.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling