+3,586.8%
LITE vs ES
+118.5%
+3,468.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.1% | -9.9% | -8.2% |
| 7D | -31.4% | +5.3% | -36.7% | -32.1% |
| 30D | -42.6% | +8.9% | -51.5% | -43.6% |
| 3M | -26.2% | -1.9% | -24.3% | -26.1% |
| 6M | -35.8% | +3.9% | -39.7% | -36.6% |
| YTD | +70.0% | +8.3% | +61.8% | +65.8% |
| 1Y | +232.7% | -0.1% | +232.9% | +228.2% |
| 3Y | +1,365.7% | +46.0% | +1,319.7% | +1,173.7% |
| 5Y | +609.5% | +3.1% | +606.4% | +578.8% |
| 10Y | +1,721.9% | +88.4% | +1,633.5% | +1,433.2% |
| All | +3,586.8% | +118.5% | +3,468.2% | +2,402.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling