+163.0%
LITE vs ETN
-2.7%
+165.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.8% | -2.2% |
| 7D | +10.8% | +3.6% | +7.2% | +6.3% |
| 30D | -33.4% | -13.4% | -20.0% | -18.5% |
| 3M | -32.2% | -21.9% | -10.3% | -4.4% |
| 6M | -42.1% | -12.8% | -29.3% | -28.1% |
| YTD | +61.9% | +12.1% | +49.8% | +35.5% |
| 1Y | +163.0% | +0.8% | +162.2% | +170.0% |
| All | +163.0% | -2.7% | +165.7% | +170.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling