-39.6%
LITE vs ELAN
+18.3%
-58.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.5% | -5.1% |
| 7D | +10.8% | +4.0% | +6.7% | +7.8% |
| 30D | -33.4% | +18.8% | -52.2% | -41.6% |
| All | -39.6% | +18.3% | -58.0% | -47.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling