+5,083.9%
LITE vs EMR
+295.2%
+4,788.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | -6.8% | +7.9% | -14.7% | -11.4% |
| 6M | +29.4% | +6.0% | +23.4% | +24.5% |
| YTD | +139.1% | +16.4% | +122.6% | +112.4% |
| 1Y | +521.0% | +16.6% | +504.4% | +452.5% |
| 3Y | +1,535.3% | +62.9% | +1,472.4% | +1,116.4% |
| 5Y | +889.8% | +60.1% | +829.7% | +631.3% |
| 10Y | +2,400.7% | +268.7% | +2,132.0% | +1,061.9% |
| All | +5,083.9% | +295.2% | +4,788.6% | +2,324.6% |
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 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