+1,533.3%
LITE vs EMR
+319.4%
+1,213.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.4% | +6.3% | +7.6% |
| 7D | -12.9% | +2.1% | -15.0% | -13.7% |
| 30D | -46.0% | +4.8% | -50.7% | -47.2% |
| 3M | -33.0% | +7.5% | -40.5% | -35.7% |
| 6M | -34.0% | +20.9% | -54.9% | -41.7% |
| YTD | +61.7% | +29.2% | +32.6% | +34.4% |
| 1Y | +148.3% | +33.0% | +115.3% | +104.3% |
| 3Y | +1,408.5% | +109.8% | +1,298.7% | +856.3% |
| 5Y | +546.2% | +91.9% | +454.2% | +324.6% |
| 10Y | +1,533.3% | +301.5% | +1,231.8% | +723.9% |
| All | +1,533.3% | +319.4% | +1,213.9% | +723.9% |
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