+610.9%
LITE vs EMR
+88.1%
+522.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.3% | +11.0% | +10.9% |
| 7D | +3.4% | -2.0% | +5.4% | +6.1% |
| 30D | -34.9% | +2.8% | -37.7% | -35.7% |
| 3M | -21.0% | +2.0% | -23.0% | -21.4% |
| 6M | -38.5% | +20.7% | -59.2% | -47.0% |
| YTD | +75.8% | +27.3% | +48.5% | +40.5% |
| 1Y | +156.7% | +31.0% | +125.7% | +102.4% |
| 3Y | +1,498.6% | +103.6% | +1,395.0% | +830.6% |
| 5Y | +610.9% | +88.6% | +522.3% | +322.6% |
| All | +610.9% | +88.1% | +522.8% | +322.6% |
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