+521.0%
LITE vs EMR
+19.4%
+501.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.9% |
| 7D | -1.5% | -1.5% | 0.0% | -0.6% |
| 30D | +6.7% | -5.6% | +12.3% | +10.4% |
| 3M | -6.8% | +7.9% | -14.7% | -10.8% |
| 6M | +29.4% | +6.0% | +23.4% | +23.3% |
| YTD | +139.1% | +16.4% | +122.6% | +107.7% |
| 1Y | +521.0% | +16.6% | +504.4% | +418.9% |
| All | +521.0% | +19.4% | +501.5% | +418.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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