+1,533.3%
LITE vs ET
+169.5%
+1,363.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.9% | +9.8% | +10.3% |
| 7D | -12.9% | -4.4% | -8.5% | -11.1% |
| 30D | -46.0% | -4.8% | -41.2% | -44.7% |
| 3M | -33.0% | -3.4% | -29.6% | -31.8% |
| 6M | -34.0% | +2.2% | -36.2% | -34.4% |
| YTD | +61.7% | +24.2% | +37.5% | +48.6% |
| 1Y | +148.3% | +24.5% | +123.8% | +128.1% |
| 3Y | +1,408.5% | +83.6% | +1,324.9% | +1,154.1% |
| 5Y | +546.2% | +203.4% | +342.8% | +357.3% |
| 10Y | +1,533.3% | +166.5% | +1,366.8% | +1,112.8% |
| All | +1,533.3% | +169.5% | +1,363.8% | +1,112.8% |
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