+1,295.5%
LITE vs ELAN
-24.0%
+1,319.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | +1.6% | -3.2% | -2.0% |
| 30D | +6.7% | -6.6% | +13.2% | +8.1% |
| 3M | -6.8% | -0.8% | -5.9% | -8.0% |
| 6M | +29.4% | +0.2% | +29.2% | +25.6% |
| YTD | +139.1% | +8.3% | +130.8% | +125.5% |
| 1Y | +521.0% | +40.2% | +480.8% | +432.4% |
| 3Y | +1,535.3% | +97.7% | +1,437.5% | +1,053.1% |
| 5Y | +889.8% | -28.3% | +918.1% | +888.6% |
| All | +1,295.5% | -24.0% | +1,319.5% | +1,142.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling