+490.8%
LITE vs ESI
+28.5%
+462.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.9% | +3.7% | +3.9% |
| 7D | -35.9% | -8.5% | -27.4% | -29.8% |
| 30D | -51.5% | -15.7% | -35.9% | -42.5% |
| 3M | -35.7% | -18.2% | -17.5% | -21.3% |
| 6M | -43.0% | -28.8% | -14.1% | -20.9% |
| YTD | +46.1% | +26.3% | +19.9% | +27.2% |
| 1Y | +124.7% | +18.2% | +106.5% | +107.7% |
| 3Y | +1,172.1% | +68.1% | +1,104.0% | +832.3% |
| All | +490.8% | +28.5% | +462.3% | +384.0% |
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