+1,402.3%
LITE vs ES
+85.7%
+1,316.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.1% |
| 7D | -35.9% | +1.9% | -37.8% | -36.2% |
| 30D | -51.5% | +7.1% | -58.6% | -52.2% |
| 3M | -35.7% | -1.9% | -33.8% | -35.7% |
| 6M | -43.0% | +4.4% | -47.3% | -43.8% |
| YTD | +46.1% | +7.3% | +38.8% | +42.7% |
| 1Y | +124.7% | +2.1% | +122.6% | +120.5% |
| 3Y | +1,172.1% | +41.8% | +1,130.2% | +1,016.6% |
| 5Y | +477.0% | +1.4% | +475.6% | +454.8% |
| All | +1,402.3% | +85.7% | +1,316.6% | +1,292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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