+446.1%
LITE vs ES
+5.0%
+441.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | +2.1% | -20.7% | -18.6% |
| 7D | -44.6% | +5.9% | -50.5% | -44.5% |
| 30D | -55.0% | +10.2% | -65.2% | -54.9% |
| 3M | -38.3% | +0.4% | -38.7% | -38.1% |
| 6M | -48.8% | +6.9% | -55.6% | -48.8% |
| YTD | +38.3% | +10.5% | +27.8% | +37.7% |
| 1Y | +119.0% | +3.2% | +115.8% | +117.8% |
| 3Y | +1,092.0% | +49.0% | +1,043.0% | +979.0% |
| 5Y | +446.1% | +4.5% | +441.6% | +443.0% |
| All | +446.1% | +5.0% | +441.1% | +443.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling