+163.0%
LITE vs ELF
+53.2%
+109.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.4% | -4.4% |
| 7D | +10.8% | +1.6% | +9.2% | +10.8% |
| 30D | -33.4% | +9.1% | -42.5% | -33.1% |
| 3M | -32.2% | +28.2% | -60.4% | -31.1% |
| 6M | -42.1% | +119.5% | -161.6% | -37.5% |
| YTD | +61.9% | +55.2% | +6.7% | +53.7% |
| 1Y | +163.0% | +58.6% | +104.4% | +144.9% |
| All | +163.0% | +53.2% | +109.8% | +144.9% |
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