+2,405.2%
LITE vs ETN
+699.0%
+1,706.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.5% | -3.9% | -4.2% |
| 7D | +10.4% | +3.0% | +7.4% | +7.9% |
| 30D | +14.0% | -10.9% | +24.9% | +26.4% |
| 3M | +9.7% | +9.2% | +0.4% | +4.3% |
| 6M | +39.2% | +13.9% | +25.3% | +28.9% |
| YTD | +153.9% | +29.5% | +124.3% | +114.2% |
| 1Y | +467.5% | +14.2% | +453.3% | +435.7% |
| 3Y | +1,784.2% | +79.9% | +1,704.3% | +1,289.3% |
| 5Y | +990.3% | +175.7% | +814.6% | +510.4% |
| All | +2,405.2% | +699.0% | +1,706.2% | +752.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 10y: compounded portfolio wealth divided by compounded ETN 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…
10y analysis · Full analysis span regression · 6 months rolling