+1,119.7%
LITE vs ELF
+357.7%
+762.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -41.2% |
| 6M | -48.8% | +84.9% | -133.6% | -55.1% |
| YTD | +38.3% | +44.5% | -6.2% | +24.5% |
| 1Y | +119.0% | -6.8% | +125.8% | +112.0% |
| 3Y | +1,092.0% | +14.2% | +1,077.8% | +936.6% |
| 5Y | +446.1% | +250.6% | +195.4% | +266.1% |
| 10Y | +1,381.7% | +318.0% | +1,063.7% | +754.7% |
| All | +1,119.7% | +357.7% | +762.0% | +605.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling