+1,499.9%
LITE vs ELV
+269.2%
+1,230.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.5% | -2.3% |
| 7D | -13.9% | +3.8% | -17.7% | -14.6% |
| 30D | -46.9% | +4.1% | -51.0% | -47.5% |
| 3M | -28.0% | +8.5% | -36.5% | -29.6% |
| 6M | -35.2% | +14.6% | -49.8% | -37.6% |
| YTD | +58.9% | +24.4% | +34.5% | +48.2% |
| 1Y | +125.3% | +44.2% | +81.1% | +102.4% |
| 3Y | +1,344.4% | -1.4% | +1,345.8% | +1,284.3% |
| 5Y | +541.2% | +8.8% | +532.4% | +475.4% |
| All | +1,499.9% | +269.2% | +1,230.7% | +837.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling