+551.8%
LITE vs ETN
+20.0%
+531.8%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +3.2% |
| 7D | +13.6% | +6.2% | +7.4% | +5.0% |
| 30D | +21.6% | -6.7% | +28.3% | +33.9% |
| 3M | +20.3% | +3.6% | +16.7% | +16.0% |
| 6M | +54.4% | +18.3% | +36.0% | +22.4% |
| YTD | +168.3% | +31.5% | +136.9% | +78.2% |
| 1Y | +551.8% | +20.6% | +531.2% | +440.0% |
| All | +551.8% | +20.0% | +531.8% | +440.0% |
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