+1,014.7%
LITE vs ET
+242.4%
+772.4%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | +13.6% | +0.6% | +13.0% | +13.2% |
| 30D | +21.6% | +5.3% | +16.3% | +18.0% |
| 3M | +20.3% | +15.6% | +4.7% | +9.5% |
| 6M | +54.4% | +20.6% | +33.7% | +36.8% |
| YTD | +168.3% | +38.5% | +129.8% | +116.7% |
| 1Y | +551.8% | +35.7% | +516.1% | +434.7% |
| 3Y | +1,891.5% | +98.4% | +1,793.1% | +1,362.7% |
| 5Y | +1,014.7% | +245.3% | +769.4% | +616.4% |
| All | +1,014.7% | +242.4% | +772.4% | +616.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling