+446.1%
LITE vs EL
-65.9%
+511.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.8% | -17.7% |
| 7D | -44.6% | -1.1% | -43.5% | -44.3% |
| 30D | -55.0% | +15.3% | -70.3% | -56.6% |
| 3M | -38.3% | +24.2% | -62.5% | -42.1% |
| 6M | -48.8% | +30.9% | -79.6% | -53.2% |
| YTD | +38.3% | +3.9% | +34.4% | +31.8% |
| 1Y | +119.0% | +19.9% | +99.1% | +97.7% |
| 3Y | +1,092.0% | +2.5% | +1,089.5% | +944.4% |
| 5Y | +446.1% | -66.7% | +512.8% | +674.5% |
| All | +446.1% | -65.9% | +511.9% | +674.5% |
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