+1,381.7%
LITE vs ELAN
-29.1%
+1,410.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -4.5% |
| 7D | +10.4% | -6.4% | +16.8% | +12.7% |
| 30D | +14.0% | +0.6% | +13.5% | +13.3% |
| 3M | +9.7% | 0.0% | +9.7% | +7.9% |
| 6M | +39.2% | -3.4% | +42.7% | +36.2% |
| YTD | +153.9% | +1.0% | +152.8% | +144.6% |
| 1Y | +467.5% | +24.7% | +442.8% | +405.9% |
| 3Y | +1,784.2% | +97.2% | +1,687.0% | +1,224.2% |
| 5Y | +990.3% | -31.5% | +1,021.8% | +1,002.8% |
| All | +1,381.7% | -29.1% | +1,410.8% | +1,247.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELAN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling