+1,668.5%
LITE vs ETN
+84.8%
+1,583.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | -0.2% |
| 7D | -1.5% | +2.0% | -3.5% | -3.9% |
| 30D | +6.7% | -7.9% | +14.6% | +18.5% |
| 3M | -6.8% | -1.6% | -5.1% | -3.9% |
| 6M | +29.4% | +16.9% | +12.6% | +9.3% |
| YTD | +139.1% | +30.1% | +109.0% | +77.0% |
| 1Y | +521.0% | +19.3% | +501.7% | +420.3% |
| All | +1,668.5% | +84.8% | +1,583.7% | +1,014.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling