+546.2%
LITE vs ESI
+42.9%
+503.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +5.1% | +5.6% | +6.1% |
| 7D | -12.9% | -3.5% | -9.4% | -8.9% |
| 30D | -46.0% | -9.3% | -36.7% | -39.8% |
| 3M | -33.0% | -12.8% | -20.2% | -22.3% |
| 6M | -34.0% | -24.6% | -9.4% | -12.9% |
| YTD | +61.7% | +32.7% | +29.0% | +34.9% |
| 1Y | +148.3% | +20.3% | +128.0% | +125.8% |
| 3Y | +1,408.5% | +80.2% | +1,328.3% | +946.2% |
| 5Y | +546.2% | +40.0% | +506.2% | +411.5% |
| All | +546.2% | +42.9% | +503.3% | +411.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling