+1,568.0%
LITE vs ELF
+316.3%
+1,251.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.5% | -2.8% |
| 7D | +22.6% | +3.4% | +19.2% | +21.9% |
| 30D | -36.8% | +5.0% | -41.7% | -37.3% |
| 3M | -33.0% | +22.6% | -55.6% | -35.7% |
| 6M | -37.1% | +104.0% | -141.0% | -45.6% |
| YTD | +69.5% | +49.3% | +20.2% | +51.9% |
| 1Y | +146.1% | +46.0% | +100.1% | +122.0% |
| 3Y | +1,440.8% | +19.4% | +1,421.4% | +1,232.7% |
| 5Y | +580.4% | +262.0% | +318.4% | +354.7% |
| All | +1,568.0% | +316.3% | +1,251.6% | +890.1% |
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