+1,618.0%
LITE vs ELV
+270.5%
+1,347.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.7% | +12.4% | +11.0% |
| 7D | -12.9% | +1.1% | -14.0% | -13.2% |
| 30D | -46.0% | +1.3% | -47.3% | -46.3% |
| 3M | -33.0% | +6.6% | -39.6% | -34.3% |
| 6M | -34.0% | +11.6% | -45.6% | -36.2% |
| YTD | +61.7% | +21.1% | +40.7% | +51.6% |
| 1Y | +148.3% | +34.2% | +114.1% | +126.4% |
| 3Y | +1,408.5% | -2.9% | +1,411.4% | +1,347.1% |
| 5Y | +546.2% | +4.6% | +541.6% | +485.6% |
| All | +1,618.0% | +270.5% | +1,347.5% | +928.8% |
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