+490.8%
LITE vs ELV
+8.2%
+482.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.1% | +5.5% |
| 7D | -35.9% | +1.3% | -37.3% | -35.8% |
| 30D | -51.5% | +5.3% | -56.8% | -51.3% |
| 3M | -35.7% | +9.2% | -44.9% | -35.3% |
| 6M | -43.0% | +14.5% | -57.5% | -42.4% |
| YTD | +46.1% | +23.2% | +22.9% | +47.6% |
| 1Y | +124.7% | +38.0% | +86.7% | +126.2% |
| 3Y | +1,172.1% | -1.5% | +1,173.6% | +1,191.4% |
| All | +490.8% | +8.2% | +482.6% | +446.2% |
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