+901.5%
LITE vs ELF
+259.0%
+642.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.1% | +1.9% | +3.6% |
| 7D | -1.5% | +5.4% | -6.9% | -2.5% |
| 30D | +6.7% | +27.0% | -20.3% | +1.5% |
| 3M | -6.8% | +113.2% | -120.0% | -20.7% |
| 6M | +29.4% | +36.6% | -7.1% | +19.5% |
| YTD | +139.1% | +44.2% | +94.9% | +113.9% |
| 1Y | +521.0% | -18.0% | +539.0% | +524.6% |
| 3Y | +1,535.3% | -19.9% | +1,555.2% | +1,370.9% |
| All | +901.5% | +259.0% | +642.6% | +391.1% |
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 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