+5,083.9%
LITE vs ET
+84.1%
+4,999.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | +0.9% | -2.4% | -1.7% |
| 30D | +6.7% | +7.5% | -0.8% | +5.0% |
| 3M | -6.8% | +11.4% | -18.2% | -9.0% |
| 6M | +29.4% | +18.5% | +10.9% | +24.7% |
| YTD | +139.1% | +37.4% | +101.7% | +123.0% |
| 1Y | +521.0% | +30.9% | +490.1% | +485.7% |
| 3Y | +1,535.3% | +98.7% | +1,436.6% | +1,353.3% |
| 5Y | +889.8% | +230.7% | +659.1% | +707.7% |
| 10Y | +2,400.7% | +175.6% | +2,225.1% | +1,905.5% |
| All | +5,083.9% | +84.1% | +4,999.8% | +3,712.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling