+29.4%
LITE vs ET
+18.2%
+11.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.0% |
| 7D | -1.5% | +0.9% | -2.4% | -1.5% |
| 30D | +6.7% | +7.5% | -0.8% | +7.6% |
| 3M | -6.8% | +11.4% | -18.2% | -4.7% |
| 6M | +29.4% | +18.5% | +10.9% | +40.3% |
| All | +29.4% | +18.2% | +11.2% | +40.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling