+1,172.1%
LITE vs ESI
+67.9%
+1,104.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.7% | +3.7% |
| 7D | -35.9% | -8.5% | -27.4% | -28.9% |
| 30D | -51.5% | -15.7% | -35.9% | -41.2% |
| 3M | -35.7% | -18.2% | -17.5% | -19.2% |
| 6M | -43.0% | -28.8% | -14.1% | -17.5% |
| YTD | +46.1% | +26.3% | +19.9% | +21.1% |
| 1Y | +124.7% | +18.2% | +106.5% | +99.9% |
| 3Y | +1,172.1% | +68.1% | +1,104.0% | +652.3% |
| All | +1,172.1% | +67.9% | +1,104.1% | +652.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling