+2,243.8%
LITE vs EME
+1,244.2%
+999.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.9% |
| 7D | -1.5% | +1.9% | -3.4% | -2.8% |
| 30D | +6.7% | -8.3% | +14.9% | +13.4% |
| 3M | -6.8% | -10.7% | +4.0% | +1.8% |
| 6M | +29.4% | +1.9% | +27.5% | +31.4% |
| YTD | +139.1% | +23.5% | +115.6% | +115.6% |
| 1Y | +521.0% | +18.0% | +503.0% | +478.4% |
| 3Y | +1,535.3% | +236.1% | +1,299.2% | +814.3% |
| 5Y | +889.8% | +527.9% | +362.0% | +305.7% |
| All | +2,243.8% | +1,244.2% | +999.6% | +590.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling