+1,402.3%
LITE vs EL
+56.3%
+1,346.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.4% | +5.0% |
| 7D | -35.9% | +0.8% | -36.7% | -35.9% |
| 30D | -51.5% | +16.5% | -68.1% | -53.8% |
| 3M | -35.7% | +29.2% | -64.9% | -41.4% |
| 6M | -43.0% | +27.9% | -70.9% | -48.6% |
| YTD | +46.1% | +6.2% | +39.9% | +36.1% |
| 1Y | +124.7% | +27.2% | +97.5% | +94.6% |
| 3Y | +1,172.1% | +3.2% | +1,168.8% | +1,004.5% |
| 5Y | +477.0% | -66.0% | +543.0% | +698.0% |
| All | +1,402.3% | +56.3% | +1,346.1% | +956.1% |
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