+1,402.3%
LITE vs EMB
+28.3%
+1,374.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | 0.0% | +5.7% | +5.7% |
| 7D | -35.9% | -0.1% | -35.8% | -35.7% |
| 30D | -51.5% | +1.3% | -52.8% | -52.5% |
| 3M | -35.7% | -2.7% | -33.0% | -32.8% |
| 6M | -43.0% | -2.8% | -40.1% | -40.1% |
| YTD | +46.1% | -1.1% | +47.2% | +50.2% |
| 1Y | +124.7% | 0.0% | +124.7% | +127.6% |
| 3Y | +1,172.1% | +28.8% | +1,143.3% | +818.4% |
| 5Y | +477.0% | +6.0% | +471.1% | +461.6% |
| All | +1,402.3% | +28.3% | +1,374.0% | +1,060.0% |
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