+1,402.3%
LITE vs ELF
+337.1%
+1,065.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.7% | -0.1% | +4.6% |
| 7D | -35.9% | +4.0% | -39.9% | -36.3% |
| 30D | -51.5% | +10.6% | -62.1% | -52.4% |
| 3M | -35.7% | +25.8% | -61.5% | -38.6% |
| 6M | -43.0% | +89.1% | -132.0% | -50.2% |
| YTD | +46.1% | +52.7% | -6.6% | +30.3% |
| 1Y | +124.7% | +51.7% | +73.0% | +101.0% |
| 3Y | +1,172.1% | +14.2% | +1,157.8% | +1,007.2% |
| 5Y | +477.0% | +270.7% | +206.3% | +282.8% |
| All | +1,402.3% | +337.1% | +1,065.2% | +740.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling