+1,568.0%
LITE vs ET
+161.1%
+1,406.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.5% | -3.6% |
| 7D | +22.6% | +3.0% | +19.5% | +21.2% |
| 30D | -36.8% | -3.5% | -33.3% | -35.6% |
| 3M | -33.0% | -5.6% | -27.4% | -31.2% |
| 6M | -37.1% | +0.5% | -37.6% | -37.1% |
| YTD | +69.5% | +26.3% | +43.1% | +54.7% |
| 1Y | +146.1% | +25.7% | +120.4% | +125.2% |
| 3Y | +1,440.8% | +85.1% | +1,355.7% | +1,176.9% |
| 5Y | +580.4% | +216.4% | +364.1% | +375.8% |
| All | +1,568.0% | +161.1% | +1,406.9% | +1,152.1% |
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