+580.4%
LITE vs EMB
+7.3%
+573.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.3% |
| 7D | +22.6% | -0.7% | +23.2% | +24.1% |
| 30D | -36.8% | +0.5% | -37.3% | -37.3% |
| 3M | -33.0% | -2.5% | -30.5% | -30.2% |
| 6M | -37.1% | -2.0% | -35.0% | -34.6% |
| YTD | +69.5% | -0.9% | +70.3% | +73.7% |
| 1Y | +146.1% | -0.3% | +146.4% | +150.6% |
| 3Y | +1,440.8% | +29.2% | +1,411.6% | +1,051.8% |
| 5Y | +580.4% | +7.4% | +573.0% | +548.8% |
| All | +580.4% | +7.3% | +573.1% | +548.8% |
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