+2,502.5%
LITE vs ET
+163.5%
+2,339.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | +12.6% | +0.4% | +12.2% | +12.4% |
| 30D | +9.9% | +6.9% | +3.1% | +7.2% |
| 3M | +9.3% | +13.1% | -3.8% | +4.0% |
| 6M | +75.2% | +18.7% | +56.5% | +63.8% |
| YTD | +165.5% | +37.4% | +128.0% | +134.3% |
| 1Y | +555.0% | +34.8% | +520.2% | +483.4% |
| 3Y | +1,870.5% | +96.8% | +1,773.7% | +1,492.2% |
| 5Y | +1,009.8% | +238.2% | +771.6% | +654.2% |
| 10Y | +2,502.5% | +159.4% | +2,343.1% | +1,872.9% |
| All | +2,502.5% | +163.5% | +2,339.0% | +1,872.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling