+490.8%
LITE vs ETN
+111.8%
+379.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.5% | +1.2% | +0.7% |
| 7D | -35.9% | -7.6% | -28.3% | -29.8% |
| 30D | -51.5% | -20.8% | -30.7% | -36.5% |
| 3M | -35.7% | -23.6% | -12.2% | -12.0% |
| 6M | -43.0% | -18.5% | -24.5% | -26.0% |
| YTD | +46.1% | +8.2% | +37.9% | +42.7% |
| 1Y | +124.7% | -8.7% | +133.4% | +163.2% |
| 3Y | +1,172.1% | +63.3% | +1,108.8% | +915.0% |
| All | +490.8% | +111.8% | +379.0% | +266.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling