+901.5%
LITE vs ESI
+72.3%
+829.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.9% | +1.1% | +1.5% |
| 7D | -1.5% | +3.3% | -4.9% | -4.2% |
| 30D | +6.7% | -5.9% | +12.5% | +12.9% |
| 3M | -6.8% | -14.1% | +7.3% | +7.3% |
| 6M | +29.4% | +6.6% | +22.9% | +27.0% |
| YTD | +139.1% | +45.0% | +94.1% | +82.3% |
| 1Y | +521.0% | +41.5% | +479.5% | +386.7% |
| 3Y | +1,535.3% | +78.8% | +1,456.5% | +1,006.4% |
| All | +901.5% | +72.3% | +829.2% | +575.1% |
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