+124.7%
LITE vs ELV
+36.4%
+88.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.1% | +5.1% |
| 7D | -35.9% | +1.3% | -37.3% | -35.5% |
| 30D | -51.5% | +5.3% | -56.8% | -50.5% |
| 3M | -35.7% | +9.2% | -44.9% | -33.5% |
| 6M | -43.0% | +14.5% | -57.5% | -39.3% |
| YTD | +46.1% | +23.2% | +22.9% | +54.7% |
| 1Y | +124.7% | +38.0% | +86.7% | +139.4% |
| All | +124.7% | +36.4% | +88.3% | +139.4% |
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 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