+1,103.8%
LITE vs EMB
+28.2%
+1,075.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -0.5% | -18.2% | -17.2% |
| 7D | -44.6% | -0.3% | -44.3% | -43.9% |
| 30D | -55.0% | +1.1% | -56.1% | -56.3% |
| 3M | -38.3% | -2.9% | -35.4% | -32.8% |
| 6M | -48.8% | -2.1% | -46.7% | -45.4% |
| YTD | +38.3% | -1.1% | +39.4% | +44.7% |
| 1Y | +119.0% | +0.3% | +118.7% | +121.0% |
| All | +1,103.8% | +28.2% | +1,075.6% | +620.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling