+446.1%
LITE vs ELF
+259.2%
+186.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.3% | -15.3% | -18.0% |
| 7D | -44.6% | -2.7% | -41.8% | -44.2% |
| 30D | -55.0% | +6.9% | -61.9% | -55.6% |
| 3M | -38.3% | +27.2% | -65.5% | -41.4% |
| 6M | -48.8% | +84.9% | -133.6% | -55.5% |
| YTD | +38.3% | +44.5% | -6.2% | +23.4% |
| 1Y | +119.0% | -6.8% | +125.8% | +112.6% |
| 3Y | +1,092.0% | +14.2% | +1,077.8% | +877.5% |
| 5Y | +446.1% | +250.6% | +195.4% | +170.6% |
| All | +446.1% | +259.2% | +186.8% | +170.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling