+1,563.7%
LITE vs ELF
-19.9%
+1,583.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.6% |
| 7D | -1.5% | +5.4% | -6.9% | -2.4% |
| 30D | +6.7% | +27.0% | -20.3% | +2.0% |
| 3M | -6.8% | +113.2% | -120.0% | -19.6% |
| 6M | +29.4% | +36.6% | -7.1% | +20.7% |
| YTD | +139.1% | +44.2% | +94.9% | +116.1% |
| 1Y | +521.0% | -18.0% | +539.0% | +529.7% |
| All | +1,563.7% | -19.9% | +1,583.6% | +1,260.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling