+232.7%
LITE vs EMR
+25.6%
+207.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.4% | -10.3% | -9.5% |
| 7D | -31.4% | +1.6% | -33.1% | -32.2% |
| 30D | -42.6% | +5.0% | -47.6% | -44.3% |
| 3M | -26.2% | +7.7% | -33.9% | -29.6% |
| 6M | -35.8% | +26.8% | -62.6% | -44.5% |
| YTD | +70.0% | +29.9% | +40.2% | +37.9% |
| 1Y | +232.7% | +25.7% | +207.1% | +183.2% |
| All | +232.7% | +25.6% | +207.1% | +183.2% |
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