+1,009.8%
LITE vs ELAN
-29.1%
+1,039.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.2% | +13.2% | +11.7% |
| 7D | +12.6% | +0.3% | +12.4% | +12.4% |
| 30D | +9.9% | +8.4% | +1.6% | +6.9% |
| 3M | +9.3% | +1.2% | +8.1% | +7.0% |
| 6M | +75.2% | +2.6% | +72.6% | +68.6% |
| YTD | +165.5% | +5.9% | +159.6% | +152.8% |
| 1Y | +555.0% | +25.8% | +529.1% | +486.1% |
| 3Y | +1,870.5% | +106.8% | +1,763.7% | +1,273.5% |
| 5Y | +1,009.8% | -29.3% | +1,039.1% | +1,061.0% |
| All | +1,009.8% | -29.1% | +1,039.0% | +1,061.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling