+1,358.0%
LITE vs ELV
-1.5%
+1,359.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.4% | -4.5% |
| 7D | +10.8% | +1.0% | +9.8% | +11.1% |
| 30D | -33.4% | +0.4% | -33.8% | -33.2% |
| 3M | -32.2% | +8.4% | -40.6% | -30.9% |
| 6M | -42.1% | +8.4% | -50.5% | -40.7% |
| YTD | +61.9% | +24.4% | +37.5% | +69.4% |
| 1Y | +163.0% | +33.5% | +129.5% | +176.4% |
| 3Y | +1,358.0% | -2.1% | +1,360.1% | +1,509.4% |
| All | +1,358.0% | -1.5% | +1,359.5% | +1,509.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling