+562.5%
LITE vs ESI
+36.5%
+526.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -3.8% |
| 7D | +10.8% | +5.5% | +5.3% | +6.1% |
| 30D | -33.4% | -7.8% | -25.7% | -26.8% |
| 3M | -32.2% | -15.0% | -17.2% | -19.6% |
| 6M | -42.1% | -24.9% | -17.2% | -23.3% |
| YTD | +61.9% | +33.2% | +28.6% | +35.0% |
| 1Y | +163.0% | +24.9% | +138.1% | +132.1% |
| 3Y | +1,358.0% | +77.8% | +1,280.3% | +921.5% |
| All | +562.5% | +36.5% | +526.0% | +433.4% |
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