+546.2%
LITE vs EMB
+7.0%
+539.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +9.7% |
| 7D | -12.9% | +0.8% | -13.7% | -13.9% |
| 30D | -46.0% | +1.5% | -47.5% | -47.2% |
| 3M | -33.0% | -1.9% | -31.1% | -30.8% |
| 6M | -34.0% | -1.6% | -32.4% | -32.0% |
| YTD | +61.7% | 0.0% | +61.7% | +63.6% |
| 1Y | +148.3% | +1.1% | +147.2% | +147.7% |
| 3Y | +1,408.5% | +30.9% | +1,377.6% | +1,008.4% |
| 5Y | +546.2% | +7.1% | +539.1% | +514.6% |
| All | +546.2% | +7.0% | +539.1% | +514.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling