+555.0%
LITE vs EME
+22.9%
+532.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.5% | +8.5% | +8.4% |
| 7D | +12.6% | +5.2% | +7.5% | +7.0% |
| 30D | +9.9% | -5.4% | +15.3% | +17.3% |
| 3M | +9.3% | -6.1% | +15.4% | +18.8% |
| 6M | +75.2% | +9.7% | +65.6% | +64.4% |
| YTD | +165.5% | +26.6% | +138.9% | +115.0% |
| 1Y | +555.0% | +24.6% | +530.3% | +415.9% |
| All | +555.0% | +22.9% | +532.1% | +415.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling