+1,493.1%
LITE vs ES
+98.2%
+1,394.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.6% |
| 7D | +10.8% | +2.7% | +8.1% | +10.4% |
| 30D | -33.4% | +7.6% | -41.0% | -34.4% |
| 3M | -32.2% | +0.5% | -32.7% | -32.4% |
| 6M | -42.1% | +7.6% | -49.7% | -43.2% |
| YTD | +61.9% | +10.2% | +51.6% | +57.5% |
| 1Y | +163.0% | +1.8% | +161.2% | +158.8% |
| 3Y | +1,358.0% | +55.4% | +1,302.6% | +1,149.9% |
| 5Y | +549.9% | +7.3% | +542.6% | +517.0% |
| All | +1,493.1% | +98.2% | +1,394.9% | +1,350.7% |
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