+562.5%
LITE vs EME
+410.0%
+152.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -4.0% |
| 7D | +10.8% | +8.4% | +2.4% | +3.5% |
| 30D | -33.4% | -11.5% | -21.9% | -24.7% |
| 3M | -32.2% | -20.6% | -11.6% | -15.2% |
| 6M | -42.1% | -28.5% | -13.6% | -20.3% |
| YTD | +61.9% | +8.0% | +53.9% | +60.7% |
| 1Y | +163.0% | +6.8% | +156.2% | +165.4% |
| 3Y | +1,358.0% | +213.9% | +1,144.1% | +678.8% |
| All | +562.5% | +410.0% | +152.4% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling