+163.0%
LITE vs ET
+25.8%
+137.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.1% | -4.4% | -4.4% |
| 7D | +10.8% | +2.5% | +8.2% | +9.4% |
| 30D | -33.4% | -2.5% | -31.0% | -32.2% |
| 3M | -32.2% | -4.9% | -27.4% | -30.9% |
| 6M | -42.1% | -0.1% | -42.0% | -40.3% |
| YTD | +61.9% | +26.2% | +35.6% | +74.0% |
| 1Y | +163.0% | +25.2% | +137.8% | +185.9% |
| All | +163.0% | +25.8% | +137.2% | +185.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling