+2,097.0%
LITE vs EQX
+226.7%
+1,870.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.1% | -0.3% | -4.7% |
| 7D | +10.4% | -7.0% | +17.4% | +11.5% |
| 30D | +14.0% | +4.8% | +9.2% | +13.1% |
| 3M | +9.7% | +25.6% | -16.0% | +6.2% |
| 6M | +39.2% | -25.8% | +65.1% | +42.9% |
| YTD | +153.9% | -12.7% | +166.6% | +154.6% |
| 1Y | +467.5% | +14.1% | +453.4% | +453.0% |
| 3Y | +1,784.2% | +165.7% | +1,618.5% | +1,568.6% |
| 5Y | +990.3% | +81.2% | +909.1% | +870.2% |
| All | +2,097.0% | +226.7% | +1,870.3% | +2,480.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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