+2,898.2%
LITE vs EMR
+320.6%
+2,577.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -4.6% | -14.1% | -15.6% |
| 7D | -44.6% | -4.8% | -39.8% | -42.4% |
| 30D | -55.0% | +0.7% | -55.8% | -54.9% |
| 3M | -38.3% | +0.4% | -38.7% | -38.1% |
| 6M | -48.8% | +18.4% | -67.1% | -54.2% |
| YTD | +38.3% | +23.9% | +14.4% | +18.8% |
| 1Y | +119.0% | +24.7% | +94.3% | +89.2% |
| 3Y | +1,092.0% | +86.4% | +1,005.6% | +722.4% |
| 5Y | +446.1% | +83.3% | +362.8% | +275.6% |
| 10Y | +1,381.7% | +320.2% | +1,061.5% | +547.1% |
| All | +2,898.2% | +320.6% | +2,577.7% | +1,256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling