+467.5%
LITE vs ELAN
+21.9%
+445.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.9% | -2.5% | -5.3% |
| 7D | +10.4% | -6.4% | +16.8% | +10.7% |
| 30D | +14.0% | +0.6% | +13.5% | +13.8% |
| 3M | +9.7% | 0.0% | +9.7% | +8.0% |
| 6M | +39.2% | -3.4% | +42.7% | +38.3% |
| YTD | +153.9% | +1.0% | +152.8% | +152.7% |
| 1Y | +467.5% | +24.7% | +442.8% | +373.8% |
| All | +467.5% | +21.9% | +445.6% | +373.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling