+129.4%
LITE vs EME
-1.5%
+130.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +7.3% | +3.4% | +1.8% |
| 7D | -12.9% | -4.4% | -8.5% | -7.6% |
| 30D | -46.0% | -17.3% | -28.7% | -31.5% |
| 3M | -33.0% | -20.0% | -13.0% | -11.1% |
| 6M | -34.0% | -29.1% | -5.0% | +3.6% |
| YTD | +61.7% | +6.9% | +54.8% | +38.5% |
| All | +129.4% | -1.5% | +130.9% | +137.0% |
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 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