+1,426.5%
LITE vs EME
+217.7%
+1,208.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.0% |
| 7D | +22.6% | +11.3% | +11.2% | +10.5% |
| 30D | -36.8% | -14.6% | -22.2% | -24.8% |
| 3M | -33.0% | -20.4% | -12.6% | -14.1% |
| 6M | -37.1% | -28.3% | -8.8% | -10.2% |
| YTD | +69.5% | +8.6% | +60.9% | +64.7% |
| 1Y | +146.1% | +3.2% | +142.9% | +152.9% |
| All | +1,426.5% | +217.7% | +1,208.8% | +672.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling