+521.0%
LITE vs ELV
+34.8%
+486.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +3.6% |
| 7D | -1.5% | +3.3% | -4.8% | -0.7% |
| 30D | +6.7% | +4.2% | +2.5% | +7.8% |
| 3M | -6.8% | -0.1% | -6.7% | -6.2% |
| 6M | +29.4% | +41.3% | -11.8% | +45.0% |
| YTD | +139.1% | +17.4% | +121.6% | +147.7% |
| 1Y | +521.0% | +35.1% | +485.9% | +567.7% |
| All | +521.0% | +34.8% | +486.2% | +567.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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