+1,568.0%
LITE vs EL
+60.4%
+1,507.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.1% |
| 7D | +22.6% | +2.7% | +19.9% | +21.7% |
| 30D | -36.8% | +10.8% | -47.6% | -38.7% |
| 3M | -33.0% | +26.5% | -59.5% | -38.5% |
| 6M | -37.1% | +31.1% | -68.2% | -43.6% |
| YTD | +69.5% | +6.6% | +62.8% | +57.8% |
| 1Y | +146.1% | +21.8% | +124.3% | +117.0% |
| 3Y | +1,440.8% | +1.8% | +1,439.1% | +1,247.9% |
| 5Y | +580.4% | -65.6% | +646.0% | +836.0% |
| All | +1,568.0% | +60.4% | +1,507.6% | +1,033.8% |
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