+2,502.5%
LITE vs EME
+1,278.1%
+1,224.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.5% | +9.4% |
| 7D | +12.6% | +5.2% | +7.5% | +9.1% |
| 30D | +9.9% | -5.4% | +15.3% | +14.6% |
| 3M | +9.3% | -6.1% | +15.4% | +15.4% |
| 6M | +75.2% | +9.7% | +65.6% | +69.7% |
| YTD | +165.5% | +26.6% | +138.9% | +135.8% |
| 1Y | +555.0% | +24.6% | +530.3% | +491.0% |
| 3Y | +1,870.5% | +249.6% | +1,620.9% | +977.9% |
| 5Y | +1,009.8% | +556.6% | +453.3% | +344.2% |
| 10Y | +2,502.5% | +1,286.6% | +1,215.9% | +655.0% |
| All | +2,502.5% | +1,278.1% | +1,224.4% | +655.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EME 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling