+1,870.5%
LITE vs ELAN
+105.8%
+1,764.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.2% | +11.6% |
| 7D | +12.6% | +0.3% | +12.4% | +12.5% |
| 30D | +9.9% | +8.4% | +1.6% | +7.3% |
| 3M | +9.3% | +1.2% | +8.1% | +7.2% |
| 6M | +75.2% | +2.6% | +72.6% | +69.2% |
| YTD | +165.5% | +5.9% | +159.6% | +153.9% |
| 1Y | +555.0% | +25.8% | +529.1% | +489.5% |
| 3Y | +1,870.5% | +106.8% | +1,763.7% | +1,249.0% |
| All | +1,870.5% | +105.8% | +1,764.7% | +1,249.0% |
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