+1,370.5%
LITE vs ELAN
+160.3%
+1,210.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.3% | +6.4% | +9.6% |
| 7D | -12.9% | +11.4% | -24.3% | -14.8% |
| 30D | -46.0% | +17.1% | -63.1% | -47.9% |
| 3M | -33.0% | +21.3% | -54.4% | -36.3% |
| 6M | -34.0% | +13.5% | -47.5% | -37.5% |
| YTD | +61.7% | +18.6% | +43.1% | +50.8% |
| 1Y | +148.3% | +24.9% | +123.4% | +127.5% |
| All | +1,370.5% | +160.3% | +1,210.2% | +803.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling