+901.5%
LITE vs EL
-67.1%
+968.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +3.2% |
| 7D | -1.5% | +0.8% | -2.3% | -1.7% |
| 30D | +6.7% | +19.8% | -13.2% | +1.2% |
| 3M | -6.8% | +25.7% | -32.5% | -13.0% |
| 6M | +29.4% | +5.4% | +24.0% | +25.8% |
| YTD | +139.1% | +0.2% | +138.9% | +130.4% |
| 1Y | +521.0% | +20.4% | +500.6% | +456.0% |
| 3Y | +1,535.3% | -32.1% | +1,567.4% | +1,580.1% |
| All | +901.5% | -67.1% | +968.7% | +1,326.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling