+2,331.0%
LITE vs EMR
+267.2%
+2,063.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +2.8% |
| 7D | -1.5% | -1.5% | 0.0% | -0.5% |
| 30D | +6.7% | -5.6% | +12.3% | +10.8% |
| 3M | -6.8% | +7.9% | -14.7% | -11.6% |
| 6M | +29.4% | +6.0% | +23.4% | +24.3% |
| YTD | +139.1% | +16.4% | +122.6% | +111.3% |
| 1Y | +521.0% | +16.6% | +504.4% | +449.7% |
| 3Y | +1,535.3% | +62.9% | +1,472.4% | +1,100.8% |
| 5Y | +889.8% | +60.1% | +829.7% | +621.5% |
| All | +2,331.0% | +267.2% | +2,063.8% | +999.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling