+175.3%
LITE vs ELF
+47.4%
+127.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.2% | +0.5% | -3.7% |
| 7D | +22.6% | +3.4% | +19.2% | +22.7% |
| 30D | -36.8% | +5.0% | -41.7% | -36.5% |
| 3M | -33.0% | +22.6% | -55.6% | -31.9% |
| 6M | -37.1% | +104.0% | -141.0% | -32.4% |
| YTD | +69.5% | +49.3% | +20.2% | +60.8% |
| All | +175.3% | +47.4% | +127.9% | +156.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling