+593.6%
LITE vs ELV
+6.0%
+587.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +22.6% | -0.5% | +23.0% | +22.5% |
| 30D | -36.8% | +1.1% | -37.9% | -36.7% |
| 3M | -33.0% | +8.2% | -41.2% | -32.5% |
| 6M | -37.1% | +10.2% | -47.3% | -36.5% |
| YTD | +69.5% | +24.4% | +45.0% | +71.4% |
| 1Y | +146.1% | +33.8% | +112.3% | +148.3% |
| 3Y | +1,440.8% | -1.4% | +1,442.2% | +1,468.8% |
| All | +593.6% | +6.0% | +587.6% | +555.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling