+1,568.0%
LITE vs ESI
+321.1%
+1,246.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.1% |
| 7D | +22.6% | +8.3% | +14.2% | +16.5% |
| 30D | -36.8% | -10.4% | -26.3% | -30.3% |
| 3M | -33.0% | -13.2% | -19.8% | -24.4% |
| 6M | -37.1% | -23.9% | -13.2% | -21.8% |
| YTD | +69.5% | +34.2% | +35.3% | +48.6% |
| 1Y | +146.1% | +22.2% | +123.9% | +130.2% |
| 3Y | +1,440.8% | +79.2% | +1,361.6% | +1,082.7% |
| 5Y | +580.4% | +38.1% | +542.3% | +486.7% |
| All | +1,568.0% | +321.1% | +1,246.9% | +625.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling