+1,670.7%
LITE vs EMB
+36.3%
+1,634.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.1% | +10.6% | +10.5% |
| 7D | +3.4% | -0.4% | +3.8% | +4.4% |
| 30D | -34.9% | +1.5% | -36.4% | -36.4% |
| 3M | -21.0% | -1.6% | -19.5% | -19.0% |
| 6M | -38.5% | -1.5% | -37.0% | -36.7% |
| YTD | +75.8% | -0.1% | +75.9% | +77.8% |
| 1Y | +156.7% | +0.5% | +156.2% | +157.6% |
| 3Y | +1,498.6% | +30.2% | +1,468.3% | +1,030.7% |
| 5Y | +610.9% | +8.6% | +602.3% | +567.0% |
| 10Y | +1,670.7% | +36.9% | +1,633.8% | +1,130.7% |
| All | +1,670.7% | +36.3% | +1,634.4% | +1,130.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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