+490.8%
LITE vs EMR
+80.8%
+410.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.8% | +5.8% |
| 7D | -35.9% | -1.6% | -34.4% | -34.8% |
| 30D | -51.5% | +2.0% | -53.5% | -51.8% |
| 3M | -35.7% | +3.8% | -39.6% | -37.1% |
| 6M | -43.0% | +10.5% | -53.5% | -47.2% |
| YTD | +46.1% | +23.7% | +22.4% | +19.4% |
| 1Y | +124.7% | +25.4% | +99.3% | +83.6% |
| 3Y | +1,172.1% | +86.6% | +1,085.5% | +683.0% |
| All | +490.8% | +80.8% | +410.1% | +257.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling