+1,493.1%
LITE vs EMB
+36.5%
+1,456.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.1% |
| 7D | +10.8% | -0.9% | +11.7% | +12.6% |
| 30D | -33.4% | +0.4% | -33.8% | -33.8% |
| 3M | -32.2% | -3.1% | -29.1% | -28.7% |
| 6M | -42.1% | -2.1% | -40.0% | -39.9% |
| YTD | +61.9% | -1.1% | +63.0% | +66.5% |
| 1Y | +163.0% | -0.1% | +163.0% | +166.4% |
| 3Y | +1,358.0% | +29.6% | +1,328.4% | +940.9% |
| 5Y | +549.9% | +7.2% | +542.7% | +522.7% |
| All | +1,493.1% | +36.5% | +1,456.6% | +1,001.1% |
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