+3,068.2%
LITE vs ET
+64.9%
+3,003.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | -35.9% | -7.9% | -28.1% | -34.7% |
| 30D | -51.5% | -5.9% | -45.6% | -50.8% |
| 3M | -35.7% | -5.2% | -30.5% | -34.9% |
| 6M | -43.0% | +0.3% | -43.2% | -42.9% |
| YTD | +46.1% | +23.1% | +23.0% | +39.8% |
| 1Y | +124.7% | +22.7% | +102.0% | +115.3% |
| 3Y | +1,172.1% | +75.4% | +1,096.7% | +1,062.6% |
| 5Y | +477.0% | +202.6% | +274.4% | +382.3% |
| 10Y | +1,465.7% | +213.0% | +1,252.7% | +1,178.6% |
| All | +3,068.2% | +64.9% | +3,003.3% | +2,290.6% |
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