+146.1%
LITE vs ESI
+21.7%
+124.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -1.2% |
| 7D | +22.6% | +8.3% | +14.2% | +12.8% |
| 30D | -36.8% | -10.4% | -26.3% | -27.0% |
| 3M | -33.0% | -13.2% | -19.8% | -19.9% |
| 6M | -37.1% | -23.9% | -13.2% | -13.7% |
| YTD | +69.5% | +34.2% | +35.3% | +26.9% |
| 1Y | +146.1% | +22.2% | +123.9% | +114.7% |
| All | +146.1% | +21.7% | +124.5% | +114.7% |
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