+1,618.0%
LITE vs EL
+60.5%
+1,557.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.9% | +9.8% |
| 7D | -12.9% | +8.0% | -20.9% | -14.8% |
| 30D | -46.0% | +15.4% | -61.4% | -48.3% |
| 3M | -33.0% | +28.5% | -61.5% | -38.8% |
| 6M | -34.0% | +32.2% | -66.3% | -41.2% |
| YTD | +61.7% | +9.2% | +52.6% | +49.5% |
| 1Y | +148.3% | +30.8% | +117.5% | +113.4% |
| 3Y | +1,408.5% | +3.7% | +1,404.8% | +1,213.1% |
| 5Y | +546.2% | -64.8% | +611.0% | +782.7% |
| All | +1,618.0% | +60.5% | +1,557.6% | +1,088.6% |
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