+2,243.8%
LITE vs ELV
+270.4%
+1,973.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.3% |
| 7D | -1.5% | +3.3% | -4.8% | -2.2% |
| 30D | +6.7% | +4.2% | +2.5% | +5.7% |
| 3M | -6.8% | -0.1% | -6.7% | -7.1% |
| 6M | +29.4% | +41.3% | -11.8% | +19.5% |
| YTD | +139.1% | +17.4% | +121.6% | +126.6% |
| 1Y | +521.0% | +35.1% | +485.9% | +466.2% |
| 3Y | +1,535.3% | -3.2% | +1,538.5% | +1,469.9% |
| 5Y | +889.8% | +15.6% | +874.2% | +759.7% |
| All | +2,243.8% | +270.4% | +1,973.3% | +1,332.9% |
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