+1,563.7%
LITE vs ESI
+79.8%
+1,483.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +1.1% |
| 7D | -1.5% | +3.3% | -4.9% | -4.6% |
| 30D | +6.7% | -5.9% | +12.5% | +13.9% |
| 3M | -6.8% | -14.1% | +7.3% | +9.3% |
| 6M | +29.4% | +6.6% | +22.9% | +25.0% |
| YTD | +139.1% | +45.0% | +94.1% | +69.0% |
| 1Y | +521.0% | +41.5% | +479.5% | +352.6% |
| All | +1,563.7% | +79.8% | +1,483.9% | +828.3% |
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