+3,068.2%
LITE vs EME
+1,234.3%
+1,833.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +4.2% |
| 7D | -35.9% | -10.5% | -25.5% | -30.6% |
| 30D | -51.5% | -22.4% | -29.1% | -41.9% |
| 3M | -35.7% | -24.7% | -11.0% | -21.0% |
| 6M | -43.0% | -35.5% | -7.5% | -22.1% |
| YTD | +46.1% | -0.3% | +46.5% | +54.9% |
| 1Y | +124.7% | -6.7% | +131.4% | +149.6% |
| 3Y | +1,172.1% | +190.6% | +981.4% | +723.6% |
| 5Y | +477.0% | +367.3% | +109.8% | +195.4% |
| 10Y | +1,465.7% | +954.5% | +511.2% | +449.1% |
| All | +3,068.2% | +1,234.3% | +1,833.9% | +924.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling