+5,083.9%
LITE vs EMB
+47.5%
+5,036.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +6.7% | -0.3% | +7.0% | +7.1% |
| 3M | -6.8% | -0.4% | -6.3% | -5.9% |
| 6M | +29.4% | +0.1% | +29.3% | +30.3% |
| YTD | +139.1% | +1.6% | +137.5% | +135.5% |
| 1Y | +521.0% | +5.6% | +515.4% | +479.7% |
| 3Y | +1,535.3% | +29.8% | +1,505.5% | +1,071.7% |
| 5Y | +889.8% | +7.3% | +882.6% | +840.3% |
| 10Y | +2,400.7% | +30.4% | +2,370.3% | +1,795.2% |
| All | +5,083.9% | +47.5% | +5,036.4% | +3,265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling