+232.7%
LITE vs ESI
+27.8%
+204.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -4.6% | -3.2% | -2.9% |
| 7D | -31.4% | -6.6% | -24.9% | -26.1% |
| 30D | -42.6% | -10.9% | -31.7% | -34.6% |
| 3M | -26.2% | -13.8% | -12.4% | -12.5% |
| 6M | -35.8% | -21.5% | -14.3% | -15.7% |
| YTD | +70.0% | +34.7% | +35.4% | +28.5% |
| 1Y | +232.7% | +24.9% | +207.8% | +184.8% |
| All | +232.7% | +27.8% | +204.9% | +184.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling