+490.8%
LITE vs EL
-66.1%
+557.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.4% | +5.1% |
| 7D | -35.9% | +0.8% | -36.7% | -35.9% |
| 30D | -51.5% | +16.5% | -68.1% | -53.3% |
| 3M | -35.7% | +29.2% | -64.9% | -40.3% |
| 6M | -43.0% | +27.9% | -70.9% | -47.5% |
| YTD | +46.1% | +6.2% | +39.9% | +38.5% |
| 1Y | +124.7% | +27.2% | +97.5% | +99.3% |
| 3Y | +1,172.1% | +3.2% | +1,168.8% | +1,015.7% |
| All | +490.8% | -66.1% | +557.0% | +736.5% |
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