+2,898.2%
LITE vs ESI
+37.9%
+2,860.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -8.0% | -10.7% | -14.7% |
| 7D | -44.6% | -13.1% | -31.5% | -40.1% |
| 30D | -55.0% | -18.5% | -36.5% | -49.6% |
| 3M | -38.3% | -19.6% | -18.7% | -30.1% |
| 6M | -48.8% | -29.8% | -19.0% | -37.4% |
| YTD | +38.3% | +23.9% | +14.4% | +32.5% |
| 1Y | +119.0% | +15.0% | +104.0% | +117.8% |
| 3Y | +1,092.0% | +64.3% | +1,027.7% | +957.3% |
| 5Y | +446.1% | +26.3% | +419.7% | +423.0% |
| 10Y | +1,381.7% | +321.7% | +1,059.9% | +923.6% |
| All | +2,898.2% | +37.9% | +2,860.3% | +1,608.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling